Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1244158.3202 | 42192.6452 | -1286350.9654 | -999468.7293 | -5922964.2302 | 4923495.5009 |
Total P&L (%) | -1244.1583 | 42.1926 | -1286.351 | -999.4687 | -5922.9642 | 4923.4955 |
Avg Daily Profit (%) | -0.6842 | 0.0232 | -0.7074 | 0 | 0 | 0.2156 |
Buy And Hold Return (%) | 647.6961 | 647.6961 | 647.6961 | 647.6961 | 647.6961 | 647.6961 |
Max Trade Drawdown | -1360579 | -157724 | -1351958 | -13755496 | -10449035 | -3477951 |
Profit Factor | 0.3631 | 1.1297 | 0.21 | 0.9596 | 0.6066 | 1.508 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 53 | 27 | 26 | 48 | 22 | 26 |
Losing Trades | 37 | 18 | 19 | 42 | 23 | 19 |
Profitability (%) | 58.8889 | 60 | 57.7778 | 53.3333 | 48.8889 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.2535 | 0.7532 | 0.1535 | 0.8397 | 0.6341 | 1.102 |
Largest Winning Trade | 50355 | 50355 | 36479 | 7784048 | 2119664 | 7784048 |
Largest Losing Trade | -815802 | -79192 | -815802 | -9766617 | -9766617 | -2349641 |
Avg Bars in Trades | 118 | 120 | 117 | 118 | 120 | 117 |
Avg Bars in Winners | 72 | 71 | 72 | 115 | 120 | 111 |
Avg Bars in Losers | 186 | 192 | 179 | 122 | 119 | 126 |
Bars Traded | 10704 | 5414 | 5290 | 10704 | 5414 | 5290 |
Profit Streak | 6.1248 | 66.6248 | 0 | 0 | 0 | 160.2915 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578690 | -404791 | -579703 | -580105 | -581144 | 430333 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 163, "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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