Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2455499.78 | 115393.8127 | -2570893.5927 | -29458829.8352 | -135662313.3414 | 106203483.5062 |
Total P&L (%) | -2455.4998 | 115.3938 | -2570.8936 | -29458.8298 | -135662.3133 | 106203.4835 |
Avg Daily Profit (%) | -1.3209 | 0.0621 | -1.3829 | 0 | 0 | 0.3756 |
Buy And Hold Return (%) | 6899.9711 | 6899.9711 | 6899.9711 | 6899.9711 | 6899.9711 | 6899.9711 |
Max Trade Drawdown | -2631297 | -89868 | -2663513 | -300889211 | -150868343 | -230455419 |
Profit Factor | 0.2147 | 1.7602 | 0.1358 | 0.9437 | 0.3223 | 1.3285 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 59 | 31 | 28 | 42 | 19 | 23 |
Losing Trades | 22 | 10 | 12 | 39 | 22 | 17 |
Profitability (%) | 72.8395 | 75.6098 | 70 | 51.8519 | 46.3415 | 57.5 |
Ratio Avg Win / Avg Loss | 0.0801 | 0.5678 | 0.0582 | 0.8763 | 0.3732 | 0.9819 |
Largest Winning Trade | 55663 | 43236 | 55663 | 141637924 | 14001936 | 141637924 |
Largest Losing Trade | -1804199 | -63463 | -1804199 | -160634475 | -94564433 | -160634475 |
Avg Bars in Trades | 132 | 61 | 205 | 132 | 61 | 205 |
Avg Bars in Winners | 66 | 36 | 100 | 131 | 58 | 191 |
Avg Bars in Losers | 310 | 140 | 451 | 134 | 64 | 225 |
Bars Traded | 10759 | 2528 | 8231 | 10759 | 2528 | 8231 |
Profit Streak | 40.3051 | 177.3051 | 0 | 0 | 0 | 84.1385 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593268 | -270493 | -578157 | -596815 | -582165 | 348766 |
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{ "first_band": { "type": "dema", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 2 } } }
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# | 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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