Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1794429.0279 | 315686.0101 | -2110115.0381 | -202453.4949 | 79877119.2521 | -80079572.747 |
Total P&L (%) | -1794.429 | 315.686 | -2110.115 | -202.4535 | 79877.1193 | -80079.5727 |
Avg Daily Profit (%) | -0.795 | 0.1399 | -0.9349 | 0 | 0.2966 | 0 |
Buy And Hold Return (%) | 8001.8891 | 8001.8891 | 8001.8891 | 8001.8891 | 8001.8891 | 8001.8891 |
Max Trade Drawdown | -2221589 | -59526 | -2263690 | -173954397 | -21608416 | -185052353 |
Profit Factor | 0.399 | 2.1113 | 0.2189 | 0.9995 | 1.7444 | 0.7149 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 96 | 52 | 44 | 93 | 47 | 46 |
Losing Trades | 87 | 40 | 47 | 90 | 45 | 45 |
Profitability (%) | 52.459 | 56.5217 | 48.3516 | 50.8197 | 51.087 | 50.5495 |
Ratio Avg Win / Avg Loss | 0.3616 | 1.624 | 0.2338 | 0.9672 | 1.6701 | 0.6994 |
Largest Winning Trade | 50929 | 36226 | 50929 | 31411708 | 20801398 | 31411708 |
Largest Losing Trade | -1722979 | -21050 | -1722979 | -139266214 | -16394591 | -139266214 |
Avg Bars in Trades | 72 | 42 | 102 | 72 | 42 | 102 |
Avg Bars in Winners | 65 | 33 | 104 | 74 | 40 | 109 |
Avg Bars in Losers | 79 | 54 | 101 | 70 | 44 | 96 |
Bars Traded | 13231 | 3878 | 9353 | 13231 | 3878 | 9353 |
Profit Streak | 44.5705 | 44.5705 | 45.0705 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578513 | -166998 | -581174 | -579713 | 432089 | -581017 |
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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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