Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1635541.2574 | 63216.3864 | -1698757.6438 | 20754.542 | 5031348.3107 | -5010593.7687 |
Total P&L (%) | -1635.5413 | 63.2164 | -1698.7576 | 20.7545 | 5031.3483 | -5010.5938 |
Avg Daily Profit (%) | -0.8007 | 0.0309 | -0.8316 | 0.0092 | 0.193 | 0 |
Buy And Hold Return (%) | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 | 2894.0068 |
Max Trade Drawdown | -1854286 | -151069 | -1845411 | -9918361 | -1353120 | -9918361 |
Profit Factor | 0.2938 | 1.2316 | 0.1685 | 1.0014 | 3.8067 | 0.6236 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 47 | 24 | 23 | 43 | 23 | 20 |
Losing Trades | 32 | 16 | 16 | 36 | 17 | 19 |
Profitability (%) | 59.4937 | 60 | 58.9744 | 54.4304 | 57.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 0.2 | 0.8211 | 0.1172 | 0.8384 | 2.8136 | 0.5924 |
Largest Winning Trade | 53122 | 53122 | 46977 | 2989303 | 2287418 | 2989303 |
Largest Losing Trade | -1216085 | -64909 | -1216085 | -9918361 | -874797 | -9918361 |
Avg Bars in Trades | 142 | 137 | 146 | 142 | 137 | 146 |
Avg Bars in Winners | 82 | 104 | 58 | 124 | 131 | 117 |
Avg Bars in Losers | 230 | 187 | 273 | 163 | 146 | 177 |
Bars Traded | 11233 | 5516 | 5717 | 11233 | 5516 | 5717 |
Profit Streak | 388.9509 | 717.4509 | 0 | 388.9509 | 717.4509 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609961 | -316586 | -579594 | -597073 | 312332 | -580591 |
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 158, "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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