Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567937.6007 | 587379.8818 | -19442.281 | -521012.7239 | 7358360.8127 | -7879373.5366 |
Total P&L (%) | 567.9376 | 587.3799 | -19.4423 | -521.0127 | 7358.3608 | -7879.3735 |
Avg Daily Profit (%) | 0.2408 | 0.249 | -0.0082 | 0 | 0.183 | 0 |
Buy And Hold Return (%) | 621.8074 | 621.8074 | 621.8074 | 621.8074 | 621.8074 | 621.8074 |
Max Trade Drawdown | -191885 | -65481 | -199344 | -10416930 | -3663918 | -10013583 |
Profit Factor | 1.5671 | 2.5236 | 0.9684 | 0.9842 | 1.6678 | 0.6428 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 96 | 56 | 40 | 104 | 62 | 42 |
Losing Trades | 74 | 29 | 45 | 66 | 23 | 43 |
Profitability (%) | 56.4706 | 65.8824 | 47.0588 | 61.1765 | 72.9412 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.2079 | 1.3069 | 1.0895 | 0.6246 | 0.6187 | 0.6581 |
Largest Winning Trade | 118685 | 118685 | 58987 | 2915946 | 1719586 | 2915946 |
Largest Losing Trade | -116140 | -28243 | -116140 | -6130210 | -1301830 | -6130210 |
Avg Bars in Trades | 81 | 57 | 105 | 81 | 57 | 105 |
Avg Bars in Winners | 72 | 44 | 112 | 74 | 54 | 102 |
Avg Bars in Losers | 92 | 82 | 99 | 92 | 65 | 107 |
Bars Traded | 13849 | 4899 | 8950 | 13849 | 4899 | 8950 |
Profit Streak | 0 | 0 | 0 | 134.705 | 233.205 | 134.705 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153946 | -151611 | -580581 | -577055 | 438170 | -580373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 56, "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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