Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2080383.3135 | -102544.4799 | -1977838.8336 | 370748.3631 | 5911743.6554 | -5540995.2923 |
Total P&L (%) | -2080.3833 | -102.5445 | -1977.8388 | 370.7484 | 5911.7437 | -5540.9953 |
Avg Daily Profit (%) | -1.1087 | -0.0546 | -1.054 | 0.0826 | 0.2185 | 0 |
Buy And Hold Return (%) | 492.6048 | 492.6048 | 492.6048 | 492.6048 | 492.6048 | 492.6048 |
Max Trade Drawdown | -2181809 | -172506 | -2029894 | -7450831 | -1908295 | -10581639 |
Profit Factor | 0.2086 | 0.6772 | 0.1442 | 1.0193 | 2.9585 | 0.6582 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 18 | 22 | 36 | 22 | 14 |
Losing Trades | 37 | 21 | 16 | 41 | 17 | 24 |
Profitability (%) | 51.9481 | 46.1538 | 57.8947 | 46.7532 | 56.4103 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.193 | 0.79 | 0.1049 | 1.1608 | 2.2861 | 1.1283 |
Largest Winning Trade | 41200 | 41200 | 31505 | 5010426 | 3247271 | 5010426 |
Largest Losing Trade | -1208262 | -58421 | -1208262 | -7450831 | -530133 | -7450831 |
Avg Bars in Trades | 140 | 107 | 175 | 140 | 107 | 175 |
Avg Bars in Winners | 97 | 82 | 109 | 161 | 109 | 242 |
Avg Bars in Losers | 188 | 128 | 266 | 123 | 104 | 136 |
Bars Traded | 10855 | 4186 | 6669 | 10855 | 4186 | 6669 |
Profit Streak | 22.6216 | 84.4549 | 0 | 22.6216 | 84.4549 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626255 | -581291 | -579741 | -494773 | 563728 | -584215 |
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 191, "offset": 0, "a": 0.71877 } } }
# | 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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