Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2549905.72 | -35448.8173 | -2514456.9027 | -868917.7211 | 24834301.1631 | -25703218.8842 |
Total P&L (%) | -2549.9057 | -35.4488 | -2514.4569 | -868.9177 | 24834.3012 | -25703.2189 |
Avg Daily Profit (%) | -1.2479 | -0.0173 | -1.2306 | 0 | 0.2705 | 0 |
Buy And Hold Return (%) | 2927.7056 | 2927.7056 | 2927.7056 | 2927.7056 | 2927.7056 | 2927.7056 |
Max Trade Drawdown | -2666826 | -118629 | -2614395 | -119889038 | -30895526 | -142977998 |
Profit Factor | 0.1854 | 0.8345 | 0.1377 | 0.9961 | 1.5719 | 0.8561 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 57 | 26 | 31 | 32 | 18 | 14 |
Losing Trades | 26 | 16 | 10 | 51 | 24 | 27 |
Profitability (%) | 68.6747 | 61.9048 | 75.6098 | 38.5542 | 42.8571 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.0846 | 0.5136 | 0.0444 | 1.5875 | 2.0959 | 1.651 |
Largest Winning Trade | 50080 | 23254 | 50080 | 92135719 | 39873187 | 92135719 |
Largest Losing Trade | -944871 | -58503 | -944871 | -77462349 | -8544186 | -77462349 |
Avg Bars in Trades | 71 | 19 | 125 | 71 | 19 | 125 |
Avg Bars in Winners | 33 | 11 | 51 | 108 | 24 | 215 |
Avg Bars in Losers | 154 | 31 | 353 | 48 | 14 | 78 |
Bars Traded | 5929 | 801 | 5128 | 5929 | 801 | 5128 |
Profit Streak | 0 | 0 | 0 | 334.886 | 334.886 | 429.2194 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579356 | -578913 | -577422 | -582763 | 346572 | -583167 |
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{ "first_band": { "type": "ema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 103, "offset": 31 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 103, "offset": 31 } } }
# | 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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