Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1140393.8616 | 3221.649 | -1143615.5106 | -1469625.8813 | -8813979.7375 | 7344353.8562 |
Total P&L (%) | -1140.3939 | 3.2216 | -1143.6155 | -1469.6259 | -8813.9797 | 7344.3539 |
Avg Daily Profit (%) | -0.6251 | 0.0018 | -0.6269 | 0 | 0 | 0.2365 |
Buy And Hold Return (%) | 723.8726 | 723.8726 | 723.8726 | 723.8726 | 723.8726 | 723.8726 |
Max Trade Drawdown | -1306108 | -168602 | -1251471 | -17888609 | -13257341 | -9121515 |
Profit Factor | 0.3861 | 1.0098 | 0.2514 | 0.966 | 0.6057 | 1.3514 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 50 | 27 | 23 | 45 | 23 | 22 |
Losing Trades | 35 | 16 | 19 | 40 | 20 | 20 |
Profitability (%) | 58.8235 | 62.7907 | 54.7619 | 52.9412 | 53.4884 | 52.381 |
Ratio Avg Win / Avg Loss | 0.2703 | 0.5984 | 0.2077 | 0.8587 | 0.5267 | 1.2285 |
Largest Winning Trade | 44607 | 31839 | 44607 | 16042154 | 2555990 | 16042154 |
Largest Losing Trade | -704114 | -47075 | -704114 | -6762095 | -5544047 | -6762095 |
Avg Bars in Trades | 80 | 53 | 109 | 80 | 53 | 109 |
Avg Bars in Winners | 53 | 33 | 76 | 72 | 35 | 110 |
Avg Bars in Losers | 119 | 85 | 148 | 90 | 73 | 107 |
Bars Traded | 6862 | 2281 | 4581 | 6862 | 2281 | 4581 |
Profit Streak | 105.3276 | 166.0776 | 105.3276 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578052 | -564616 | -579556 | -580169 | -580274 | 327592 |
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{ "first_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 144, "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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