Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1000822.3809 | 92336.1863 | -1093158.5672 | -178448.048 | -4443084.3416 | 4264636.2936 |
Total P&L (%) | -1000.8224 | 92.3362 | -1093.1586 | -178.448 | -4443.0843 | 4264.6363 |
Avg Daily Profit (%) | -0.5308 | 0.049 | -0.5798 | 0 | 0 | 0.2005 |
Buy And Hold Return (%) | 264.9556 | 264.9556 | 264.9556 | 264.9556 | 264.9556 | 264.9556 |
Max Trade Drawdown | -1193082 | -84681 | -1215880 | -6171570 | -5034071 | -5536554 |
Profit Factor | 0.4737 | 1.4229 | 0.3505 | 0.9896 | 0.3889 | 1.4293 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 98 | 42 | 56 | 73 | 32 | 41 |
Losing Trades | 73 | 44 | 29 | 98 | 54 | 44 |
Profitability (%) | 57.3099 | 48.8372 | 65.8824 | 42.6901 | 37.2093 | 48.2353 |
Ratio Avg Win / Avg Loss | 0.3528 | 1.4906 | 0.1815 | 1.3285 | 0.6563 | 1.5338 |
Largest Winning Trade | 45425 | 27750 | 45425 | 5019270 | 645694 | 5019270 |
Largest Losing Trade | -879191 | -36727 | -879191 | -5435507 | -2180051 | -5435507 |
Avg Bars in Trades | 32 | 7 | 57 | 32 | 7 | 57 |
Avg Bars in Winners | 27 | 8 | 42 | 39 | 4 | 66 |
Avg Bars in Losers | 38 | 7 | 86 | 27 | 9 | 49 |
Bars Traded | 5543 | 651 | 4892 | 5543 | 651 | 4892 |
Profit Streak | 60.4945 | 107.8279 | 60.4945 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577542 | -291592 | -578208 | -581058 | -585798 | 324496 |
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{ "first_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 24, "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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