Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1387301.8051 | 4944.7089 | -1392246.5141 | -8857760.0191 | 17468535.3399 | -26326295.3591 |
Total P&L (%) | -1387.3018 | 4.9447 | -1392.2465 | -8857.76 | 17468.5353 | -26326.2954 |
Avg Daily Profit (%) | -0.7644 | 0.0027 | -0.7671 | 0 | 0.2852 | 0 |
Buy And Hold Return (%) | 667.0881 | 667.0881 | 667.0881 | 667.0881 | 667.0881 | 667.0881 |
Max Trade Drawdown | -1405760 | -89042 | -468154 | -48843402 | -5114665 | -43728737 |
Profit Factor | 0.2777 | 1.0238 | 0.187 | 0.855 | 2.7636 | 0.4858 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 21 | 20 | 48 | 25 | 23 |
Losing Trades | 36 | 18 | 18 | 29 | 14 | 15 |
Profitability (%) | 53.2468 | 53.8462 | 52.6316 | 62.3377 | 64.1026 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.2438 | 0.8775 | 0.1683 | 0.5166 | 1.5476 | 0.3169 |
Largest Winning Trade | 61996 | 47103 | 61996 | 5772503 | 5484679 | 5772503 |
Largest Losing Trade | -978124 | -31533 | -978124 | -39694596 | -2371053 | -39694596 |
Avg Bars in Trades | 65 | 20 | 111 | 65 | 20 | 111 |
Avg Bars in Winners | 72 | 18 | 129 | 58 | 21 | 98 |
Avg Bars in Losers | 56 | 22 | 90 | 77 | 18 | 131 |
Bars Traded | 5027 | 800 | 4227 | 5027 | 800 | 4227 |
Profit Streak | 55.7643 | 135.0976 | 0 | 0 | 0 | 59.0976 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -626072 | -549254 | -580423 | -625178 | 581981 | -578839 |
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{ "first_band": { "type": "dcu", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 25, "offset": 186 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 25, "offset": 186 } } }
# | 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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