Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2059325.798 | -19460.9706 | -2039864.8274 | 5094962.755 | -10426724.5616 | 15521687.3166 |
Total P&L (%) | -2059.3258 | -19.461 | -2039.8648 | 5094.9628 | -10426.7246 | 15521.6873 |
Avg Daily Profit (%) | -1.1539 | -0.0109 | -1.143 | 0.2216 | 0 | 0.2834 |
Buy And Hold Return (%) | 372.8008 | 372.8008 | 372.8008 | 372.8008 | 372.8008 | 372.8008 |
Max Trade Drawdown | -2166697 | -135314 | -2181199 | -19657542 | -20098329 | -11634124 |
Profit Factor | 0.2458 | 0.9448 | 0.1421 | 1.0751 | 0.7366 | 1.5497 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 18 | 27 | 45 | 20 | 25 |
Losing Trades | 37 | 23 | 14 | 37 | 21 | 16 |
Profitability (%) | 54.878 | 43.9024 | 65.8537 | 54.878 | 48.7805 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.2021 | 1.2073 | 0.0737 | 0.884 | 0.7734 | 0.9918 |
Largest Winning Trade | 44708 | 44708 | 32968 | 15363214 | 6222144 | 15363214 |
Largest Losing Trade | -1118755 | -57273 | -1118755 | -8340306 | -7901493 | -8340306 |
Avg Bars in Trades | 256 | 274 | 237 | 256 | 274 | 237 |
Avg Bars in Winners | 176 | 174 | 177 | 196 | 166 | 220 |
Avg Bars in Losers | 352 | 353 | 351 | 328 | 378 | 262 |
Bars Traded | 20992 | 11270 | 9721 | 20992 | 11270 | 9721 |
Profit Streak | 29.1843 | 77.6843 | 29.1843 | 29.1843 | 77.6843 | 29.1843 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587917 | -580482 | -578146 | -138481 | -580252 | 384930 |
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 134, "offset": 171 } } }
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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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