Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1304071.6773 | 36783.4683 | -1340855.1456 | -1087635.4287 | -5585620.8863 | 4497985.4576 |
Total P&L (%) | -1304.0717 | 36.7835 | -1340.8551 | -1087.6354 | -5585.6209 | 4497.9855 |
Avg Daily Profit (%) | -0.7169 | 0.0202 | -0.7371 | 0 | 0 | 0.2107 |
Buy And Hold Return (%) | 626.2087 | 626.2087 | 626.2087 | 626.2087 | 626.2087 | 626.2087 |
Max Trade Drawdown | -1432970 | -157600 | -1412817 | -13061662 | -10007955 | -3110534 |
Profit Factor | 0.3475 | 1.1142 | 0.2002 | 0.9523 | 0.5982 | 1.5055 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 56 | 28 | 28 | 47 | 21 | 26 |
Losing Trades | 38 | 19 | 19 | 47 | 26 | 21 |
Profitability (%) | 59.5745 | 59.5745 | 59.5745 | 50 | 44.6809 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.2358 | 0.756 | 0.1358 | 0.9523 | 0.7407 | 1.216 |
Largest Winning Trade | 54903 | 54903 | 34850 | 7239909 | 1885079 | 7239909 |
Largest Losing Trade | -870214 | -79503 | -870214 | -9263489 | -9263489 | -1878012 |
Avg Bars in Trades | 75 | 76 | 75 | 75 | 76 | 75 |
Avg Bars in Winners | 44 | 41 | 48 | 77 | 86 | 70 |
Avg Bars in Losers | 121 | 128 | 115 | 73 | 68 | 80 |
Bars Traded | 7136 | 3598 | 3538 | 7136 | 3598 | 3538 |
Profit Streak | 6.796 | 67.296 | 0 | 0 | 0 | 160.796 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578599 | -425931 | -579455 | -580527 | -582765 | 417322 |
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 1.72221 } } }
# | 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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