Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7106725.8946 | 27524.2526 | -7134250.1473 | -1097552.6577 | 51441350.0605 | -52538902.7182 |
Total P&L (%) | -7106.7259 | 27.5243 | -7134.2501 | -1097.5527 | 51441.3501 | -52538.9027 |
Avg Daily Profit (%) | -2.9948 | 0.0116 | -3.0064 | 0 | 0.2635 | 0 |
Buy And Hold Return (%) | 494.8136 | 494.8136 | 494.8136 | 494.8136 | 494.8136 | 494.8136 |
Max Trade Drawdown | -7316261 | -153471 | -7234917 | -99354312 | -32156813 | -94348442 |
Profit Factor | 0.0732 | 1.1021 | 0.0357 | 0.993 | 1.8395 | 0.4509 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 49 | 22 | 27 | 21 | 13 | 8 |
Losing Trades | 15 | 10 | 5 | 43 | 19 | 24 |
Profitability (%) | 76.5625 | 68.75 | 84.375 | 32.8125 | 40.625 | 25 |
Ratio Avg Win / Avg Loss | 0.0224 | 0.5009 | 0.0066 | 2.0333 | 2.6884 | 1.3527 |
Largest Winning Trade | 74735 | 74735 | 34633 | 38749486 | 38749486 | 26312707 |
Largest Losing Trade | -7234917 | -55663 | -7234917 | -27306268 | -13708696 | -27306268 |
Avg Bars in Trades | 69 | 77 | 62 | 69 | 77 | 62 |
Avg Bars in Winners | 20 | 17 | 22 | 132 | 153 | 97 |
Avg Bars in Losers | 231 | 209 | 275 | 39 | 25 | 50 |
Bars Traded | 4472 | 2478 | 1994 | 4472 | 2478 | 1994 |
Profit Streak | 88.3695 | 88.3695 | 253.8695 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -719299 | -449258 | -575121 | -728461 | 302140 | -608958 |
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 225, "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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