Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2939940.1844 | 2972413.551 | -32473.3666 | 14552815.4239 | 22171339.9451 | -7618524.5213 |
Total P&L (%) | 2939.9402 | 2972.4136 | -32.4734 | 14552.8154 | 22171.3399 | -7618.5245 |
Avg Daily Profit (%) | 1.6083 | 1.626 | -0.0178 | 0.2732 | 0.2962 | 0 |
Buy And Hold Return (%) | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 |
Max Trade Drawdown | -174954 | -164406 | -57952 | -50071885 | -46359004 | -10283500 |
Profit Factor | 7.0386 | 9.6113 | 0.7708 | 1.1822 | 1.3464 | 0.5198 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 55.5556 | 55.102 | 56 | 55.5556 | 55.102 | 56 |
Ratio Avg Win / Avg Loss | 5.6309 | 7.8314 | 0.6056 | 0.9458 | 1.0971 | 0.4084 |
Largest Winning Trade | 1933363 | 1933363 | 14608 | 32704386 | 32704386 | 1732121 |
Largest Losing Trade | -76452 | -76452 | -16266 | -22670698 | -22670698 | -3537018 |
Avg Bars in Trades | 212 | 402 | 26 | 212 | 402 | 26 |
Avg Bars in Winners | 269 | 525 | 22 | 269 | 525 | 22 |
Avg Bars in Losers | 140 | 250 | 30 | 140 | 250 | 30 |
Bars Traded | 21030 | 19716 | 1314 | 21030 | 19716 | 1314 |
Profit Streak | 410.8008 | 420.3008 | 410.8008 | 410.8008 | 420.3008 | 410.8008 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141002 | -141214 | -758438 | -17374 | 300827 | -758438 |
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{ "first_band": { "type": "dcl", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 190, "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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