Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1505109.3561 | -82445.3686 | -1422663.9874 | -584865.2806 | -4817678.5969 | 4232813.3162 |
Total P&L (%) | -1505.1094 | -82.4454 | -1422.664 | -584.8653 | -4817.6786 | 4232.8133 |
Avg Daily Profit (%) | -0.8294 | -0.0454 | -0.784 | 0 | 0 | 0.2079 |
Buy And Hold Return (%) | 506.5984 | 506.5984 | 506.5984 | 506.5984 | 506.5984 | 506.5984 |
Max Trade Drawdown | -1548648 | -204773 | -1443796 | -17776760 | -12941510 | -5051598 |
Profit Factor | 0.2686 | 0.7605 | 0.1698 | 0.9768 | 0.6879 | 1.4315 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 64 | 30 | 34 | 51 | 25 | 26 |
Losing Trades | 31 | 18 | 13 | 44 | 23 | 21 |
Profitability (%) | 67.3684 | 62.5 | 72.3404 | 53.6842 | 52.0833 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.1301 | 0.4563 | 0.0649 | 0.8428 | 0.6329 | 1.1562 |
Largest Winning Trade | 33061 | 33061 | 28478 | 4693006 | 1885358 | 4693006 |
Largest Losing Trade | -647793 | -76009 | -647793 | -11280134 | -11280134 | -3436591 |
Avg Bars in Trades | 56 | 58 | 53 | 56 | 58 | 53 |
Avg Bars in Winners | 21 | 20 | 23 | 46 | 43 | 49 |
Avg Bars in Losers | 126 | 121 | 134 | 67 | 74 | 59 |
Bars Traded | 5324 | 2787 | 2537 | 5324 | 2787 | 2537 |
Profit Streak | 21.6905 | 62.0238 | 21.6905 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576362 | -577622 | -576333 | -580047 | -580419 | 351486 |
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{ "first_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.68073 } } }
# | 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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