Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1582771.6939 | 64511.5253 | -1647283.2193 | -886471.4091 | 4879595.4195 | -5766066.8286 |
Total P&L (%) | -1582.7717 | 64.5115 | -1647.2832 | -886.4714 | 4879.5954 | -5766.0668 |
Avg Daily Profit (%) | -0.7132 | 0.0291 | -0.7422 | 0 | 0.1762 | 0 |
Buy And Hold Return (%) | 282.7318 | 282.7318 | 282.7318 | 282.7318 | 282.7318 | 282.7318 |
Max Trade Drawdown | -1752648 | -117475 | -1752345 | -8466802 | -2600398 | -6240855 |
Profit Factor | 0.285 | 1.1945 | 0.1248 | 0.9405 | 1.7665 | 0.3242 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 32 | 31 | 39 | 21 | 18 |
Losing Trades | 33 | 16 | 17 | 57 | 27 | 30 |
Profitability (%) | 65.625 | 66.6667 | 64.5833 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1493 | 0.5973 | 0.0684 | 1.3746 | 2.2712 | 0.5404 |
Largest Winning Trade | 58769 | 58769 | 24797 | 3104534 | 3104534 | 1147031 |
Largest Losing Trade | -1696284 | -50866 | -1696284 | -4701918 | -2600398 | -4701918 |
Avg Bars in Trades | 66 | 94 | 38 | 66 | 94 | 38 |
Avg Bars in Winners | 26 | 35 | 16 | 102 | 153 | 42 |
Avg Bars in Losers | 143 | 212 | 79 | 41 | 48 | 36 |
Bars Traded | 6392 | 4527 | 1865 | 6392 | 4527 | 1865 |
Profit Streak | 12.702 | 0 | 13.0353 | 0 | 14.0353 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577606 | -325815 | -578190 | -582501 | 339788 | -585550 |
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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