Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2338251.1266 | -97351.3071 | -2240899.8195 | -106775.1418 | 29128715.4612 | -29235490.603 |
Total P&L (%) | -2338.2511 | -97.3513 | -2240.8998 | -106.7751 | 29128.7155 | -29235.4906 |
Avg Daily Profit (%) | -1.0112 | -0.0421 | -0.9691 | 0 | 0.2458 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2584398 | -194503 | -2452302 | -39184682 | -1874819 | -46141985 |
Profit Factor | 0.2482 | 0.723 | 0.1878 | 0.9979 | 11.9213 | 0.3926 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 25 | 33 | 50 | 28 | 22 |
Losing Trades | 39 | 23 | 16 | 47 | 20 | 27 |
Profitability (%) | 59.7938 | 52.0833 | 67.3469 | 51.5464 | 58.3333 | 44.898 |
Ratio Avg Win / Avg Loss | 0.1669 | 0.6652 | 0.091 | 0.938 | 8.5152 | 0.4819 |
Largest Winning Trade | 66212 | 40860 | 66212 | 18193706 | 18193706 | 6449963 |
Largest Losing Trade | -1955431 | -80347 | -1955431 | -35523059 | -1714263 | -35523059 |
Avg Bars in Trades | 69 | 55 | 83 | 69 | 55 | 83 |
Avg Bars in Winners | 46 | 34 | 54 | 75 | 65 | 89 |
Avg Bars in Losers | 104 | 78 | 141 | 62 | 41 | 78 |
Bars Traded | 6729 | 2660 | 4069 | 6729 | 2660 | 4069 |
Profit Streak | 80.7959 | 80.7959 | 105.1292 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577790 | -579456 | -577078 | -580319 | 652565 | -582665 |
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{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 174, "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) |
---|