Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -552276.1723 | 119850.7538 | -672126.9261 | 13403448.7699 | -1880525.4806 | 15283974.2504 |
Total P&L (%) | -552.2762 | 119.8508 | -672.1269 | 13403.4488 | -1880.5255 | 15283.9743 |
Avg Daily Profit (%) | -0.2277 | 0.0494 | -0.2771 | 0.2025 | 0 | 0.2079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -995156 | -71102 | -1049838 | -19987240 | -18410397 | -2322810 |
Profit Factor | 0.5924 | 1.5181 | 0.4018 | 1.3843 | 0.9269 | 2.6721 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 20 | 25 | 43 | 18 | 25 |
Losing Trades | 37 | 21 | 16 | 39 | 23 | 16 |
Profitability (%) | 54.878 | 48.7805 | 60.9756 | 52.439 | 43.9024 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.4871 | 1.594 | 0.2572 | 1.2556 | 1.1844 | 1.7102 |
Largest Winning Trade | 60397 | 60397 | 57947 | 5063587 | 5063587 | 4159128 |
Largest Losing Trade | -832785 | -31993 | -832785 | -10714939 | -10714939 | -2209233 |
Avg Bars in Trades | 112 | 78 | 146 | 112 | 78 | 146 |
Avg Bars in Winners | 103 | 57 | 140 | 118 | 57 | 162 |
Avg Bars in Losers | 123 | 99 | 155 | 106 | 95 | 120 |
Bars Traded | 9222 | 3235 | 5987 | 9222 | 3235 | 5987 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588923 | -124826 | -579319 | 7081 | -581446 | 527786 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 230, "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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