Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1816320.5009 | -161642.0992 | -1654678.4017 | -101251.5076 | -4778414.9106 | 4677163.403 |
Total P&L (%) | -1816.3205 | -161.6421 | -1654.6784 | -101.2515 | -4778.4149 | 4677.1634 |
Avg Daily Profit (%) | -0.8033 | -0.0715 | -0.7318 | 0 | 0 | 0.1711 |
Buy And Hold Return (%) | 256.9892 | 256.9892 | 256.9892 | 256.9892 | 256.9892 | 256.9892 |
Max Trade Drawdown | -1859333 | -211249 | -1711902 | -5792656 | -4771638 | -1248981 |
Profit Factor | 0.1624 | 0.5377 | 0.0903 | 0.9865 | 0.0887 | 3.0833 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 31 | 14 | 17 |
Losing Trades | 35 | 17 | 18 | 31 | 17 | 14 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.2106 | 0.6529 | 0.125 | 0.9865 | 0.1077 | 2.5392 |
Largest Winning Trade | 37401 | 37401 | 33882 | 6330320 | 283380 | 6330320 |
Largest Losing Trade | -1155952 | -64517 | -1155952 | -3730869 | -3730869 | -896893 |
Avg Bars in Trades | 211 | 173 | 249 | 211 | 173 | 249 |
Avg Bars in Winners | 145 | 80 | 214 | 227 | 185 | 262 |
Avg Bars in Losers | 262 | 250 | 274 | 195 | 164 | 234 |
Bars Traded | 13121 | 5384 | 7737 | 13121 | 5384 | 7737 |
Profit Streak | 79.1481 | 0 | 270.6481 | 0 | 322.8148 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741506 | -582699 | -582984 | -739277 | -581733 | 513691 |
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{ "first_band": { "type": "dcm", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.66244 } } }
# | 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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