Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10998668.5325 | 116732.3255 | -11115400.858 | 24396526.8344 | -19267242.7947 | 43663769.6291 |
Total P&L (%) | -10998.6685 | 116.7323 | -11115.4009 | 24396.5268 | -19267.2428 | 43663.7696 |
Avg Daily Profit (%) | -5.281 | 0.056 | -5.3371 | 0.2645 | 0 | 0.2924 |
Buy And Hold Return (%) | 11130.7499 | 11130.7499 | 11130.7499 | 11130.7499 | 11130.7499 | 11130.7499 |
Max Trade Drawdown | -11140961 | -17441 | -11220264 | -88349847 | -25398515 | -65741028 |
Profit Factor | 0.0553 | 2.3247 | 0.038 | 1.1681 | 0.5594 | 1.4305 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 69 | 35 | 34 | 47 | 23 | 24 |
Losing Trades | 26 | 13 | 13 | 48 | 25 | 23 |
Profitability (%) | 72.6316 | 72.9167 | 72.3404 | 49.4737 | 47.9167 | 51.0638 |
Ratio Avg Win / Avg Loss | 0.0209 | 0.8635 | 0.0145 | 1.1929 | 0.6081 | 1.3709 |
Largest Winning Trade | 35485 | 19953 | 35485 | 47284421 | 5602350 | 47284421 |
Largest Losing Trade | -11055663 | -17441 | -11055663 | -15928020 | -10387932 | -15928020 |
Avg Bars in Trades | 245 | 80 | 414 | 245 | 80 | 414 |
Avg Bars in Winners | 146 | 75 | 220 | 209 | 70 | 343 |
Avg Bars in Losers | 509 | 95 | 923 | 281 | 89 | 489 |
Bars Traded | 23366 | 3868 | 19498 | 23366 | 3868 | 19498 |
Profit Streak | 90.2896 | 90.2896 | 106.3729 | 90.2896 | 90.2896 | 106.3729 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575909 | -278183 | -576446 | -31213 | -580539 | 323707 |
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{ "first_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 136, "offset": 155 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 136, "offset": 155 } } }
# | 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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