Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1301440.1206 | -41004.8187 | -1260435.3019 | -658218.9717 | -4729680.9672 | 4071461.9955 |
Total P&L (%) | -1301.4401 | -41.0048 | -1260.4353 | -658.219 | -4729.681 | 4071.462 |
Avg Daily Profit (%) | -0.7119 | -0.0224 | -0.6895 | 0 | 0 | 0.2043 |
Buy And Hold Return (%) | 814.8014 | 814.8014 | 814.8014 | 814.8014 | 814.8014 | 814.8014 |
Max Trade Drawdown | -1386119 | -184685 | -1316887 | -12731016 | -9954334 | -3271032 |
Profit Factor | 0.3003 | 0.8584 | 0.1973 | 0.9708 | 0.5983 | 1.3774 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 28 | 27 | 42 | 20 | 22 |
Losing Trades | 29 | 14 | 15 | 42 | 22 | 20 |
Profitability (%) | 65.4762 | 66.6667 | 64.2857 | 50 | 47.619 | 52.381 |
Ratio Avg Win / Avg Loss | 0.1583 | 0.4292 | 0.1096 | 0.9708 | 0.6582 | 1.2522 |
Largest Winning Trade | 37881 | 37881 | 34968 | 9203887 | 1519499 | 9203887 |
Largest Losing Trade | -734826 | -74499 | -734826 | -8610018 | -8610018 | -3271032 |
Avg Bars in Trades | 83 | 78 | 88 | 83 | 78 | 88 |
Avg Bars in Winners | 37 | 34 | 40 | 79 | 64 | 92 |
Avg Bars in Losers | 169 | 166 | 173 | 87 | 91 | 83 |
Bars Traded | 6998 | 3298 | 3700 | 6998 | 3298 | 3700 |
Profit Streak | 33.4129 | 184.1629 | 0 | 0 | 0 | 101.9129 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577728 | -577162 | -578882 | -580553 | -581660 | 309802 |
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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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