Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2220611.3862 | 171852.3757 | -2392463.7619 | -12017118.4489 | 25726669.3024 | -37743787.7514 |
Total P&L (%) | -2220.6114 | 171.8524 | -2392.4638 | -12017.1184 | 25726.6693 | -37743.7878 |
Avg Daily Profit (%) | -0.9775 | 0.0756 | -1.0531 | 0 | 0.2448 | 0 |
Buy And Hold Return (%) | 9079.8408 | 9079.8408 | 9079.8408 | 9079.8408 | 9079.8408 | 9079.8408 |
Max Trade Drawdown | -2370874 | -96076 | -2436346 | -67881164 | -5165230 | -71901761 |
Profit Factor | 0.2048 | 2.1979 | 0.0969 | 0.8684 | 2.7931 | 0.5095 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 40 | 19 | 21 | 39 | 20 | 19 |
Losing Trades | 29 | 16 | 13 | 30 | 15 | 15 |
Profitability (%) | 57.971 | 54.2857 | 61.7647 | 56.5217 | 57.1429 | 55.8824 |
Ratio Avg Win / Avg Loss | 0.1485 | 1.8508 | 0.06 | 0.668 | 2.0948 | 0.4022 |
Largest Winning Trade | 41299 | 37909 | 41299 | 9533719 | 9533719 | 7519663 |
Largest Losing Trade | -2045045 | -56793 | -2045045 | -36240276 | -4830443 | -36240276 |
Avg Bars in Trades | 128 | 96 | 160 | 128 | 96 | 160 |
Avg Bars in Winners | 100 | 89 | 110 | 120 | 99 | 142 |
Avg Bars in Losers | 166 | 105 | 241 | 138 | 93 | 183 |
Bars Traded | 8848 | 3394 | 5454 | 8848 | 3394 | 5454 |
Profit Streak | 79.5548 | 173.5548 | 79.5548 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684376 | -252023 | -578712 | -685932 | 410697 | -580032 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 170, "offset": 0, "a": 0.67669 } } }
# | 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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