Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -546781.6784 | 22877.3644 | -569659.0428 | 40866246.5051 | -1613255.768 | 42479502.2731 |
Total P&L (%) | -546.7817 | 22.8774 | -569.659 | 40866.2465 | -1613.2558 | 42479.5023 |
Avg Daily Profit (%) | -0.3026 | 0.0127 | -0.3153 | 0.3335 | 0 | 0.3356 |
Buy And Hold Return (%) | 198.3087 | 198.3087 | 198.3087 | 198.3087 | 198.3087 | 198.3087 |
Max Trade Drawdown | -712889 | -12298 | -734345 | -9506680 | -3667264 | -8471156 |
Profit Factor | 0.5361 | 1.2598 | 0.4776 | 2.1717 | 0.845 | 2.7358 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 113 | 49 | 64 | 53 | 26 | 27 |
Losing Trades | 32 | 24 | 8 | 92 | 47 | 45 |
Profitability (%) | 77.931 | 67.1233 | 88.8889 | 36.5517 | 35.6164 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1518 | 0.617 | 0.0597 | 3.7697 | 1.5275 | 4.5597 |
Largest Winning Trade | 38065 | 12339 | 38065 | 25393174 | 1770055 | 25393174 |
Largest Losing Trade | -491138 | -9485 | -491138 | -7106221 | -2205270 | -7106221 |
Avg Bars in Trades | 41 | 1 | 83 | 41 | 1 | 83 |
Avg Bars in Winners | 20 | 1 | 35 | 54 | 1 | 105 |
Avg Bars in Losers | 116 | 1 | 462 | 34 | 1 | 70 |
Bars Traded | 6078 | 89 | 5989 | 6078 | 89 | 5989 |
Profit Streak | 0 | 0 | 104.7205 | 0 | 0 | 104.7205 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576495 | -412713 | -654247 | 304704 | -655274 | -68944 |
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{ "first_band": { "type": "hma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 183, "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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