Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10253195.98 | 60239.4615 | -10313435.4414 | 202508106.4214 | 84225427.388 | 118282679.0334 |
Total P&L (%) | -10253.196 | 60.2395 | -10313.4354 | 202508.1064 | 84225.4274 | 118282.679 |
Avg Daily Profit (%) | -5.4982 | 0.0323 | -5.5305 | 0.4091 | 0.3619 | 0.3802 |
Buy And Hold Return (%) | 7814.4693 | 7814.4693 | 7814.4693 | 7814.4693 | 7814.4693 | 7814.4693 |
Max Trade Drawdown | -10391254 | -82221 | -10390027 | -70043466 | -39890366 | -83478314 |
Profit Factor | 0.0478 | 1.4144 | 0.0291 | 1.7051 | 2.0819 | 1.565 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 65 | 33 | 32 | 41 | 24 | 17 |
Losing Trades | 16 | 8 | 8 | 40 | 17 | 23 |
Profitability (%) | 80.2469 | 80.4878 | 80 | 50.6173 | 58.5366 | 42.5 |
Ratio Avg Win / Avg Loss | 0.0118 | 0.3429 | 0.0073 | 1.6635 | 1.4747 | 2.1173 |
Largest Winning Trade | 31066 | 17498 | 31066 | 169015493 | 28490716 | 169015493 |
Largest Losing Trade | -9913090 | -46268 | -9913090 | -70043466 | -35475448 | -70043466 |
Avg Bars in Trades | 126 | 41 | 214 | 126 | 41 | 214 |
Avg Bars in Winners | 60 | 28 | 93 | 98 | 40 | 180 |
Avg Bars in Losers | 395 | 92 | 697 | 155 | 41 | 239 |
Bars Traded | 10260 | 1684 | 8575 | 10260 | 1684 | 8575 |
Profit Streak | 89.2492 | 182.9159 | 0 | 89.2492 | 182.9159 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592306 | -311453 | -576860 | -2582 | 517778 | 342130 |
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 158, "offset": 123 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 158, "offset": 123 } } }
# | 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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