Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1652708.3353 | 51021.9624 | -1703730.2977 | 3359692.5425 | -23244201.8024 | 26603894.3449 |
Total P&L (%) | -1652.7083 | 51.022 | -1703.7303 | 3359.6925 | -23244.2018 | 26603.8943 |
Avg Daily Profit (%) | -0.7289 | 0.0225 | -0.7515 | 0.1564 | 0 | 0.2467 |
Buy And Hold Return (%) | 384.3856 | 384.3856 | 384.3856 | 384.3856 | 384.3856 | 384.3856 |
Max Trade Drawdown | -1744133 | -107961 | -1774046 | -39745050 | -33158255 | -14464827 |
Profit Factor | 0.3059 | 1.1567 | 0.1712 | 1.0369 | 0.6144 | 1.8647 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 136 | 63 | 73 | 126 | 58 | 68 |
Losing Trades | 35 | 22 | 13 | 45 | 27 | 18 |
Profitability (%) | 79.5322 | 74.1176 | 84.8837 | 73.6842 | 68.2353 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.0787 | 0.4039 | 0.0305 | 0.3703 | 0.286 | 0.4936 |
Largest Winning Trade | 27965 | 27965 | 15732 | 17264579 | 3303450 | 17264579 |
Largest Losing Trade | -1372625 | -59994 | -1372625 | -19972855 | -19972855 | -8465669 |
Avg Bars in Trades | 48 | 54 | 41 | 48 | 54 | 41 |
Avg Bars in Winners | 18 | 21 | 15 | 20 | 23 | 18 |
Avg Bars in Losers | 164 | 151 | 185 | 124 | 123 | 125 |
Bars Traded | 8215 | 4674 | 3541 | 8215 | 4674 | 3541 |
Profit Streak | 43.6681 | 43.6681 | 195.4181 | 43.6681 | 43.6681 | 195.4181 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574511 | -374335 | -574897 | -168430 | -577475 | 521426 |
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{ "first_band": { "type": "dcm", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 202, "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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