Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155652.3348 | 934996.7931 | 220655.5417 | 82114172.3189 | 93814836.136 | -11700663.8172 |
Total P&L (%) | 1155.6523 | 934.9968 | 220.6555 | 82114.1723 | 93814.8361 | -11700.6638 |
Avg Daily Profit (%) | 0.4621 | 0.3739 | 0.0882 | 0.2688 | 0.2741 | 0 |
Buy And Hold Return (%) | 899.1735 | 899.1735 | 899.1735 | 899.1735 | 899.1735 | 899.1735 |
Max Trade Drawdown | -74893 | -35158 | -62482 | -25291705 | -13865827 | -35948437 |
Profit Factor | 3.8843 | 5.5638 | 2.127 | 1.8056 | 3.6659 | 0.8247 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 53.3981 | 48.0769 | 58.8235 | 53.3981 | 48.0769 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.3899 | 6.0089 | 1.4889 | 1.5758 | 3.9592 | 0.5773 |
Largest Winning Trade | 375512 | 375512 | 48194 | 60004887 | 60004887 | 15098949 |
Largest Losing Trade | -53227 | -20561 | -53227 | -19416136 | -9062400 | -19416136 |
Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Winners | 85 | 90 | 81 | 85 | 90 | 81 |
Avg Bars in Losers | 52 | 61 | 40 | 52 | 61 | 40 |
Bars Traded | 7230 | 3927 | 3302 | 7230 | 3927 | 3302 |
Profit Streak | 70.6819 | 83.3485 | 0 | 70.6819 | 83.3485 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58509 | -315895 | -416909 | 479638 | -164757 | -759689 |
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 25, "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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