Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6766485.1471 | 40789.6235 | -6807274.7707 | -3872174.1954 | 13124998.6324 | -16997172.8278 |
Total P&L (%) | -6766.4851 | 40.7896 | -6807.2748 | -3872.1742 | 13124.9986 | -16997.1728 |
Avg Daily Profit (%) | -3.447 | 0.0208 | -3.4678 | 0 | 0.2491 | 0 |
Buy And Hold Return (%) | 1469.0653 | 1469.0653 | 1469.0653 | 1469.0653 | 1469.0653 | 1469.0653 |
Max Trade Drawdown | -6918951 | -93803 | -6896065 | -29795336 | -10732275 | -24716693 |
Profit Factor | 0.0714 | 1.1845 | 0.0366 | 0.9408 | 1.607 | 0.6118 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 53 | 26 | 27 | 35 | 18 | 17 |
Losing Trades | 25 | 13 | 12 | 43 | 21 | 22 |
Profitability (%) | 67.9487 | 66.6667 | 69.2308 | 44.8718 | 46.1538 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0337 | 0.5923 | 0.0163 | 1.1558 | 1.8748 | 0.7918 |
Largest Winning Trade | 26960 | 24436 | 26960 | 17820153 | 17820153 | 5752161 |
Largest Losing Trade | -6839345 | -60467 | -6839345 | -20586475 | -4956973 | -20586475 |
Avg Bars in Trades | 144 | 151 | 138 | 144 | 151 | 138 |
Avg Bars in Winners | 61 | 60 | 62 | 187 | 202 | 172 |
Avg Bars in Losers | 321 | 331 | 309 | 109 | 107 | 112 |
Bars Traded | 11295 | 5893 | 5402 | 11295 | 5893 | 5402 |
Profit Streak | 413.1832 | 0 | 568.6832 | 0 | 498.1832 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616365 | -347933 | -576930 | -619883 | 381914 | -583250 |
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{ "first_band": { "type": "dema", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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