Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2822775.5678 | -38086.4274 | -2784689.1404 | -134806.1371 | 61162414.5338 | -61297220.6709 |
Total P&L (%) | -2822.7756 | -38.0864 | -2784.6891 | -134.8061 | 61162.4145 | -61297.2207 |
Avg Daily Profit (%) | -1.3813 | -0.0186 | -1.3627 | 0 | 0.3146 | 0 |
Buy And Hold Return (%) | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 | 6442.5631 |
Max Trade Drawdown | -2952134 | -125280 | -2870945 | -109353970 | -26224300 | -83551699 |
Profit Factor | 0.1433 | 0.8784 | 0.0661 | 0.9989 | 2.9716 | 0.3073 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 49 | 25 | 24 | 35 | 17 | 18 |
Losing Trades | 18 | 8 | 10 | 32 | 16 | 16 |
Profitability (%) | 73.1343 | 75.7576 | 70.5882 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.0527 | 0.2811 | 0.0275 | 0.9133 | 2.7968 | 0.2732 |
Largest Winning Trade | 50642 | 50642 | 20704 | 77271941 | 77271941 | 15641486 |
Largest Losing Trade | -1278182 | -86535 | -1278182 | -64764490 | -11098125 | -64764490 |
Avg Bars in Trades | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Winners | 13 | 15 | 12 | 67 | 63 | 70 |
Avg Bars in Losers | 167 | 158 | 174 | 41 | 35 | 48 |
Bars Traded | 3699 | 1647 | 2052 | 3699 | 1647 | 2052 |
Profit Streak | 0 | 414.0098 | 0 | 338.5098 | 0 | 408.0098 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698778 | -576501 | -578126 | -700900 | 535093 | -579451 |
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{ "first_band": { "type": "rma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 237, "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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