Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2171896.7749 | 9910.4521 | -2181807.227 | -1740853.8879 | -20288316.7521 | 18547462.8643 |
Total P&L (%) | -2171.8968 | 9.9105 | -2181.8072 | -1740.8539 | -20288.3168 | 18547.4629 |
Avg Daily Profit (%) | -1.1691 | 0.0053 | -1.1744 | 0 | 0 | 0.2818 |
Buy And Hold Return (%) | 7410.9635 | 7410.9635 | 7410.9635 | 7410.9635 | 7410.9635 | 7410.9635 |
Max Trade Drawdown | -2231685 | -150739 | -2211012 | -30991063 | -26734819 | -8151429 |
Profit Factor | 0.1771 | 1.0436 | 0.0956 | 0.9646 | 0.3504 | 2.0323 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 57 | 28 | 29 | 40 | 19 | 21 |
Losing Trades | 25 | 13 | 12 | 42 | 22 | 20 |
Profitability (%) | 69.5122 | 68.2927 | 70.7317 | 48.7805 | 46.3415 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.0777 | 0.4846 | 0.0395 | 1.0128 | 0.4057 | 1.9356 |
Largest Winning Trade | 36428 | 36428 | 17885 | 21579486 | 3574538 | 21579486 |
Largest Losing Trade | -1493189 | -61598 | -1493189 | -12506730 | -12506730 | -5395229 |
Avg Bars in Trades | 84 | 80 | 88 | 84 | 80 | 88 |
Avg Bars in Winners | 33 | 38 | 29 | 68 | 63 | 73 |
Avg Bars in Losers | 200 | 172 | 230 | 99 | 96 | 103 |
Bars Traded | 6924 | 3316 | 3608 | 6924 | 3316 | 3608 |
Profit Streak | 39.9001 | 64.4001 | 0 | 0 | 0 | 220.9001 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -586200 | -522689 | -578054 | -588363 | -582165 | 367727 |
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{ "first_band": { "type": "dema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 180, "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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