Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1941122.0506 | 318236.9518 | -2259359.0023 | 1044624535.8347 | 565959578.5942 | 478664957.2405 |
Total P&L (%) | -1941.1221 | 318.237 | -2259.359 | 1044624.5358 | 565959.5786 | 478664.9572 |
Avg Daily Profit (%) | -0.8582 | 0.1407 | -0.9989 | 0.41 | 0.3828 | 0.3753 |
Buy And Hold Return (%) | 11076.0442 | 11076.0442 | 11076.0442 | 11076.0442 | 11076.0442 | 11076.0442 |
Max Trade Drawdown | -2268544 | -39189 | -2423040 | -226103894 | -76124560 | -241698694 |
Profit Factor | 0.3505 | 2.7259 | 0.1943 | 3.3622 | 5.7033 | 2.4871 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 72 | 37 | 35 | 76 | 42 | 34 |
Losing Trades | 57 | 28 | 29 | 53 | 23 | 30 |
Profitability (%) | 55.814 | 56.9231 | 54.6875 | 58.9147 | 64.6154 | 53.125 |
Ratio Avg Win / Avg Loss | 0.2775 | 2.0628 | 0.161 | 2.3447 | 3.1232 | 2.1945 |
Largest Winning Trade | 69214 | 69214 | 50929 | 299578731 | 207519410 | 299578731 |
Largest Losing Trade | -1818438 | -19859 | -1818438 | -181646155 | -25713428 | -181646155 |
Avg Bars in Trades | 100 | 66 | 134 | 100 | 66 | 134 |
Avg Bars in Winners | 90 | 75 | 107 | 96 | 73 | 125 |
Avg Bars in Losers | 112 | 55 | 168 | 105 | 54 | 145 |
Bars Traded | 12976 | 4347 | 8629 | 12976 | 4347 | 8629 |
Profit Streak | 160.854 | 160.854 | 172.5207 | 160.854 | 160.854 | 172.5207 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578241 | -295214 | -717995 | 691191 | -110522 | -123143 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 246, "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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