Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -374559.9185 | 257499.126 | -632059.0445 | 15055957.0765 | 15729140.4428 | -673183.3663 |
Total P&L (%) | -374.5599 | 257.4991 | -632.059 | 15055.9571 | 15729.1404 | -673.1834 |
Avg Daily Profit (%) | -0.199 | 0.1368 | -0.3357 | 0.2671 | 0.2694 | 0 |
Buy And Hold Return (%) | 307.3084 | 307.3084 | 307.3084 | 307.3084 | 307.3084 | 307.3084 |
Max Trade Drawdown | -811169 | -50920 | -877281 | -28322184 | -3739777 | -28322184 |
Profit Factor | 0.6976 | 3.1493 | 0.4351 | 1.2273 | 2.0828 | 0.987 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 54 | 27 | 27 | 54 | 25 | 29 |
Losing Trades | 29 | 15 | 14 | 29 | 17 | 12 |
Profitability (%) | 65.0602 | 64.2857 | 65.8537 | 65.0602 | 59.5238 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.3746 | 1.7496 | 0.2256 | 0.6591 | 1.4163 | 0.4084 |
Largest Winning Trade | 59829 | 59829 | 42776 | 7598658 | 7246701 | 7598658 |
Largest Losing Trade | -624038 | -42374 | -624038 | -28322184 | -3633296 | -28322184 |
Avg Bars in Trades | 259 | 91 | 432 | 259 | 91 | 432 |
Avg Bars in Winners | 184 | 80 | 288 | 218 | 77 | 340 |
Avg Bars in Losers | 401 | 112 | 710 | 337 | 113 | 654 |
Bars Traded | 21579 | 3848 | 17731 | 21579 | 3848 | 17731 |
Profit Streak | 50.4437 | 110.8604 | 0 | 50.4437 | 110.8604 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579261 | -167348 | -578687 | 291625 | 493753 | -578054 |
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 191, "offset": 176 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 191, "offset": 176 } } }
# | 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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