Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2749248.5447 | -35195.5644 | -2714052.9803 | -99953.3738 | 14561003.0884 | -14660956.4621 |
Total P&L (%) | -2749.2485 | -35.1956 | -2714.053 | -99.9534 | 14561.0031 | -14660.9565 |
Avg Daily Profit (%) | -1.3454 | -0.0172 | -1.3281 | -0.3747 | 0.2444 | 0 |
Buy And Hold Return (%) | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 | 3232.0629 |
Max Trade Drawdown | -2847935 | -177094 | -2792281 | -17857507 | -1221891 | -19536662 |
Profit Factor | 0.2079 | 0.9116 | 0.1167 | 0.9955 | 8.1923 | 0.2768 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 66 | 31 | 35 | 56 | 27 | 29 |
Losing Trades | 23 | 13 | 10 | 33 | 17 | 16 |
Profitability (%) | 74.1573 | 70.4545 | 77.7778 | 62.9213 | 61.3636 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.0724 | 0.3823 | 0.0333 | 0.5866 | 5.1581 | 0.1527 |
Largest Winning Trade | 46356 | 46356 | 17822 | 10566797 | 10566797 | 3018934 |
Largest Losing Trade | -1523863 | -78411 | -1523863 | -16635615 | -1221891 | -16635615 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 16 | 16 | 16 | 32 | 36 | 28 |
Avg Bars in Losers | 123 | 123 | 123 | 64 | 66 | 62 |
Bars Traded | 3945 | 2131 | 1814 | 3945 | 2131 | 1814 |
Profit Streak | 0 | 407.5841 | 0 | 0 | 407.5841 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577131 | -576690 | -577111 | -578587 | 650915 | -578839 |
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 87, "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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