Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1690599.2288 | -132317.0805 | -1558282.1483 | -465356.4047 | -5084438.0064 | 4619081.6017 |
Total P&L (%) | -1690.5992 | -132.3171 | -1558.2821 | -465.3564 | -5084.438 | 4619.0816 |
Avg Daily Profit (%) | -0.927 | -0.0725 | -0.8544 | 0 | 0 | 0.2115 |
Buy And Hold Return (%) | 813.2768 | 813.2768 | 813.2768 | 813.2768 | 813.2768 | 813.2768 |
Max Trade Drawdown | -1715536 | -181385 | -1573484 | -10483005 | -6410235 | -4096593 |
Profit Factor | 0.2004 | 0.5773 | 0.1349 | 0.9744 | 0.4299 | 1.4978 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 16 | 20 | 45 | 21 | 24 |
Losing Trades | 42 | 23 | 19 | 33 | 18 | 15 |
Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.2338 | 0.8299 | 0.1282 | 0.7146 | 0.3685 | 0.9361 |
Largest Winning Trade | 31550 | 31550 | 27707 | 6820780 | 981453 | 6820780 |
Largest Losing Trade | -813120 | -67673 | -813120 | -4582914 | -4582914 | -3618444 |
Avg Bars in Trades | 130 | 129 | 130 | 130 | 129 | 130 |
Avg Bars in Winners | 88 | 85 | 90 | 121 | 141 | 104 |
Avg Bars in Losers | 165 | 159 | 172 | 141 | 115 | 173 |
Bars Traded | 10146 | 5044 | 5102 | 10146 | 5044 | 5102 |
Profit Streak | 0 | 0 | 0 | 69.3169 | 69.3169 | 320.4836 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -621051 | -584247 | -580591 | -617311 | -579700 | 352995 |
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 241, "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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