Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1671956.7508 | 89237.9753 | -1761194.7261 | 500852.6745 | -6893827.1222 | 7394679.7967 |
Total P&L (%) | -1671.9568 | 89.238 | -1761.1947 | 500.8527 | -6893.8271 | 7394.6798 |
Avg Daily Profit (%) | -0.8515 | 0.0454 | -0.897 | 0.0914 | 0 | 0.2201 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -1970796 | -88127 | -1942301 | -10546781 | -7687701 | -5368044 |
Profit Factor | 0.2866 | 1.338 | 0.1532 | 1.0232 | 0.3323 | 1.6575 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 21 | 26 | 49 | 22 | 27 |
Losing Trades | 33 | 19 | 14 | 31 | 18 | 13 |
Profitability (%) | 58.75 | 52.5 | 65 | 61.25 | 55 | 67.5 |
Ratio Avg Win / Avg Loss | 0.2013 | 1.2106 | 0.0825 | 0.6473 | 0.2719 | 0.7981 |
Largest Winning Trade | 65381 | 37446 | 65381 | 15104194 | 1225735 | 15104194 |
Largest Losing Trade | -1428855 | -65773 | -1428855 | -4933923 | -4933923 | -4721999 |
Avg Bars in Trades | 95 | 94 | 96 | 95 | 94 | 96 |
Avg Bars in Winners | 59 | 57 | 61 | 62 | 56 | 67 |
Avg Bars in Losers | 147 | 135 | 162 | 148 | 141 | 157 |
Bars Traded | 7659 | 3787 | 3872 | 7659 | 3787 | 3872 |
Profit Streak | 430.2816 | 430.2816 | 553.5316 | 430.2816 | 430.2816 | 553.5316 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601804 | -296733 | -577470 | -453700 | -579516 | 395452 |
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{ "first_band": { "type": "dema", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 163, "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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