Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1737575.2857 | -95529.4443 | -1642045.8414 | -239752.9495 | 7316769.4368 | -7556522.3862 |
Total P&L (%) | -1737.5753 | -95.5294 | -1642.0458 | -239.7529 | 7316.7694 | -7556.5224 |
Avg Daily Profit (%) | -0.9238 | -0.0508 | -0.873 | 0 | 0.2292 | 0 |
Buy And Hold Return (%) | 495.0539 | 495.0539 | 495.0539 | 495.0539 | 495.0539 | 495.0539 |
Max Trade Drawdown | -1923778 | -225001 | -1750151 | -7675102 | -1068690 | -8511094 |
Profit Factor | 0.2427 | 0.7337 | 0.1517 | 0.9832 | 4.4476 | 0.3786 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 68 | 28 | 40 | 40 | 25 | 15 |
Losing Trades | 29 | 20 | 9 | 57 | 23 | 34 |
Profitability (%) | 70.1031 | 58.3333 | 81.6327 | 41.2371 | 52.0833 | 30.6122 |
Ratio Avg Win / Avg Loss | 0.1035 | 0.5241 | 0.0341 | 1.4011 | 4.0918 | 0.8582 |
Largest Winning Trade | 34147 | 34147 | 16472 | 3405978 | 3405978 | 2809827 |
Largest Losing Trade | -1060686 | -57369 | -1060686 | -6156308 | -1068473 | -6156308 |
Avg Bars in Trades | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Winners | 25 | 27 | 23 | 129 | 142 | 106 |
Avg Bars in Losers | 190 | 175 | 224 | 36 | 31 | 40 |
Bars Traded | 7251 | 4285 | 2966 | 7251 | 4285 | 2966 |
Profit Streak | 89.8551 | 89.8551 | 131.6051 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575984 | -578162 | -575183 | -582260 | 577295 | -588221 |
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 203, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 203, "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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