Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2311819.8605 | 102758.6412 | -2414578.5017 | 229859.3381 | 16334493.0666 | -16104633.7284 |
Total P&L (%) | -2311.8199 | 102.7586 | -2414.5785 | 229.8593 | 16334.4931 | -16104.6337 |
Avg Daily Profit (%) | -1.1314 | 0.0503 | -1.1817 | 0.0584 | 0.25 | 0 |
Buy And Hold Return (%) | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 | 3096.5265 |
Max Trade Drawdown | -2443886 | -112455 | -2500052 | -77888715 | -22293280 | -69903573 |
Profit Factor | 0.2766 | 1.2977 | 0.1529 | 1.0017 | 1.3474 | 0.8133 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 23 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 14 | 19 |
Profitability (%) | 56 | 54.0541 | 57.8947 | 56 | 62.1622 | 50 |
Ratio Avg Win / Avg Loss | 0.2173 | 1.1031 | 0.1112 | 0.7871 | 0.8202 | 0.8133 |
Largest Winning Trade | 94156 | 94156 | 44357 | 37591927 | 26637254 | 37591927 |
Largest Losing Trade | -1449706 | -69409 | -1449706 | -56355355 | -21003011 | -56355355 |
Avg Bars in Trades | 104 | 97 | 112 | 104 | 97 | 112 |
Avg Bars in Winners | 63 | 66 | 61 | 94 | 91 | 96 |
Avg Bars in Losers | 157 | 134 | 181 | 118 | 107 | 127 |
Bars Traded | 7866 | 3610 | 4256 | 7866 | 3610 | 4256 |
Profit Streak | 0 | 431.2026 | 0 | 0 | 431.2026 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -641000 | -289965 | -579741 | -561197 | 308384 | -580764 |
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 216, "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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