Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -611606.3309 | -139913.6226 | -471692.7082 | -99877.9208 | 1221162.8175 | -1321040.7383 |
Total P&L (%) | -611.6063 | -139.9136 | -471.6927 | -99.8779 | 1221.1628 | -1321.0407 |
Avg Daily Profit (%) | -0.4129 | -0.0945 | -0.3185 | -0.4519 | 0.1744 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -844536 | -270889 | -611762 | -1469096 | -141958 | -1542888 |
Profit Factor | 0.4704 | 0.5927 | 0.4186 | 0.9414 | 9.1517 | 0.151 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 51 | 22 | 29 | 41 | 22 | 19 |
Losing Trades | 18 | 12 | 6 | 28 | 12 | 16 |
Profitability (%) | 73.913 | 64.7059 | 82.8571 | 59.4203 | 64.7059 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.166 | 0.3233 | 0.0866 | 0.6429 | 4.9918 | 0.1272 |
Largest Winning Trade | 28464 | 28022 | 28464 | 669254 | 669254 | 141980 |
Largest Losing Trade | -407923 | -74660 | -407923 | -1082923 | -110524 | -1082923 |
Avg Bars in Trades | 252 | 335 | 170 | 252 | 335 | 170 |
Avg Bars in Winners | 125 | 148 | 107 | 284 | 371 | 184 |
Avg Bars in Losers | 610 | 678 | 476 | 204 | 270 | 154 |
Bars Traded | 17394 | 11412 | 5982 | 17394 | 11412 | 5982 |
Profit Streak | 164.852 | 164.852 | 288.9353 | 164.852 | 164.852 | 288.9353 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682006 | -577420 | -575143 | -683884 | 709385 | -578754 |
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{ "first_band": { "type": "dema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 183, "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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