Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1877826.8294 | -57556.6875 | -1820270.142 | 32854.392 | 3260492.3316 | -3227637.9396 |
Total P&L (%) | -1877.8268 | -57.5567 | -1820.2701 | 32.8544 | 3260.4923 | -3227.6379 |
Avg Daily Profit (%) | -1.0032 | -0.0308 | -0.9725 | 0.0152 | 0.188 | 0 |
Buy And Hold Return (%) | 513.7398 | 513.7398 | 513.7398 | 513.7398 | 513.7398 | 513.7398 |
Max Trade Drawdown | -2038844 | -165647 | -1930638 | -3699360 | -355823 | -4025666 |
Profit Factor | 0.2554 | 0.8326 | 0.1644 | 1.0044 | 4.0587 | 0.4999 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 70 | 31 | 39 | 44 | 28 | 16 |
Losing Trades | 29 | 18 | 11 | 55 | 21 | 34 |
Profitability (%) | 70.7071 | 63.2653 | 78 | 44.4444 | 57.1429 | 32 |
Ratio Avg Win / Avg Loss | 0.1058 | 0.4834 | 0.0464 | 1.2555 | 3.044 | 1.0624 |
Largest Winning Trade | 25250 | 25250 | 19895 | 2068789 | 1703033 | 2068789 |
Largest Losing Trade | -1339589 | -56683 | -1339589 | -2907665 | -306220 | -2907665 |
Avg Bars in Trades | 73 | 82 | 64 | 73 | 82 | 64 |
Avg Bars in Winners | 33 | 33 | 33 | 95 | 106 | 74 |
Avg Bars in Losers | 169 | 166 | 173 | 55 | 49 | 59 |
Bars Traded | 7253 | 4028 | 3226 | 7253 | 4028 | 3226 |
Profit Streak | 59.6661 | 81.4161 | 59.6661 | 59.6661 | 81.4161 | 59.6661 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575936 | -577549 | -755751 | -554348 | 613402 | -764714 |
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{ "first_band": { "type": "dema", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 142, "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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