Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1219198.3086 | 10601.1501 | -1229799.4587 | -1328068.0271 | -7344747.5828 | 6016679.5556 |
Total P&L (%) | -1219.1983 | 10.6012 | -1229.7995 | -1328.068 | -7344.7476 | 6016.6796 |
Avg Daily Profit (%) | -0.6627 | 0.0058 | -0.6685 | 0 | 0 | 0.2238 |
Buy And Hold Return (%) | 618.8298 | 618.8298 | 618.8298 | 618.8298 | 618.8298 | 618.8298 |
Max Trade Drawdown | -1330566 | -183153 | -1277323 | -17005556 | -13237411 | -6195117 |
Profit Factor | 0.339 | 1.0326 | 0.1905 | 0.9583 | 0.6043 | 1.4522 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 22 | 23 | 38 | 15 | 23 |
Losing Trades | 37 | 19 | 18 | 44 | 26 | 18 |
Profitability (%) | 54.878 | 53.6585 | 56.0976 | 46.3415 | 36.5854 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.2787 | 0.8918 | 0.1491 | 1.1096 | 1.0474 | 1.1365 |
Largest Winning Trade | 48904 | 48904 | 41032 | 10483614 | 3186314 | 10483614 |
Largest Losing Trade | -612786 | -66251 | -612786 | -9534904 | -9534904 | -3264471 |
Avg Bars in Trades | 86 | 78 | 94 | 86 | 78 | 94 |
Avg Bars in Winners | 51 | 47 | 55 | 88 | 98 | 81 |
Avg Bars in Losers | 129 | 114 | 145 | 85 | 67 | 111 |
Bars Traded | 7111 | 3227 | 3884 | 7111 | 3227 | 3884 |
Profit Streak | 49.4348 | 86.9348 | 49.4348 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587506 | -535771 | -579388 | -589311 | -584292 | 362932 |
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.64333 } } }
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# | 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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