Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1550147.9882 | -10172.3814 | -1539975.6068 | 334567.0881 | -5774315.7302 | 6108882.8182 |
Total P&L (%) | -1550.148 | -10.1724 | -1539.9756 | 334.5671 | -5774.3157 | 6108.8828 |
Avg Daily Profit (%) | -0.8683 | -0.0057 | -0.8626 | 0.0823 | 0 | 0.2315 |
Buy And Hold Return (%) | 325.8104 | 325.8104 | 325.8104 | 325.8104 | 325.8104 | 325.8104 |
Max Trade Drawdown | -1573806 | -174889 | -844723 | -15244754 | -13454084 | -3369266 |
Profit Factor | 0.2797 | 0.9738 | 0.1271 | 1.0117 | 0.7075 | 1.6823 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 47.7612 | 47.0588 | 48.4848 | 47.7612 | 47.0588 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.3059 | 1.0955 | 0.135 | 1.1065 | 0.7959 | 1.7875 |
Largest Winning Trade | 99999 | 99999 | 33708 | 8909639 | 7834000 | 8909639 |
Largest Losing Trade | -828348 | -60953 | -828348 | -7506472 | -7506472 | -2565647 |
Avg Bars in Trades | 101 | 103 | 99 | 101 | 103 | 99 |
Avg Bars in Winners | 56 | 59 | 53 | 68 | 64 | 73 |
Avg Bars in Losers | 143 | 143 | 143 | 131 | 138 | 125 |
Bars Traded | 6819 | 3525 | 3294 | 6819 | 3525 | 3294 |
Profit Streak | 19.0364 | 30.5364 | 0 | 19.0364 | 30.5364 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -702366 | -579732 | -581392 | -569740 | -581398 | 391692 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 228, "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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