Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1513704.8905 | 184114.6702 | -1697819.5606 | -90282.0821 | -21791192.4396 | 21700910.3575 |
Total P&L (%) | -1513.7049 | 184.1147 | -1697.8196 | -90.2821 | -21791.1924 | 21700.9104 |
Avg Daily Profit (%) | -0.7407 | 0.0901 | -0.8308 | -0.114 | 0 | 0.2638 |
Buy And Hold Return (%) | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 | 2788.8889 |
Max Trade Drawdown | -1734105 | -148030 | -1760443 | -26151836 | -22806256 | -5766414 |
Profit Factor | 0.3369 | 1.5761 | 0.1352 | 0.9975 | 0.141 | 3.013 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 18 | 20 | 34 | 16 | 18 |
Losing Trades | 21 | 11 | 10 | 25 | 13 | 12 |
Profitability (%) | 64.4068 | 62.069 | 66.6667 | 57.6271 | 55.1724 | 60 |
Ratio Avg Win / Avg Loss | 0.1862 | 0.9631 | 0.0676 | 0.7335 | 0.1146 | 2.0086 |
Largest Winning Trade | 111934 | 111934 | 37072 | 28977106 | 2086682 | 28977106 |
Largest Losing Trade | -797996 | -85763 | -797996 | -21873289 | -21873289 | -3964427 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 34 | 45 | 23 | 46 | 60 | 34 |
Avg Bars in Losers | 116 | 129 | 102 | 86 | 99 | 72 |
Bars Traded | 3751 | 2254 | 1497 | 3751 | 2254 | 1497 |
Profit Streak | 0 | 402.3918 | 0 | 0 | 402.3918 | 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 | -758410 | -235876 | -578665 | -759289 | -579199 | 561142 |
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{ "first_band": { "type": "midprice", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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