Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5667600.5748 | 296756.3979 | -5964356.9727 | 41544069.4056 | -170135235.1127 | 211679304.5183 |
Total P&L (%) | -5667.6006 | 296.7564 | -5964.357 | 41544.0694 | -170135.2351 | 211679.3045 |
Avg Daily Profit (%) | -2.5041 | 0.1311 | -2.6352 | 0.2669 | 0 | 0.3389 |
Buy And Hold Return (%) | 9890.0029 | 9890.0029 | 9890.0029 | 9890.0029 | 9890.0029 | 9890.0029 |
Max Trade Drawdown | -6015939 | -26652 | -6058652 | -374805870 | -184181568 | -224849693 |
Profit Factor | 0.1187 | 3.5516 | 0.0554 | 1.0585 | 0.3961 | 1.4939 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 49 | 23 | 26 | 37 | 19 | 18 |
Losing Trades | 28 | 16 | 12 | 40 | 20 | 20 |
Profitability (%) | 63.6364 | 58.9744 | 68.4211 | 48.0519 | 48.7179 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.0678 | 2.4707 | 0.0256 | 1.1443 | 0.417 | 1.6599 |
Largest Winning Trade | 70492 | 70492 | 50929 | 548044654 | 32977276 | 548044654 |
Largest Losing Trade | -6015939 | -18637 | -6015939 | -125504601 | -41135259 | -125504601 |
Avg Bars in Trades | 167 | 132 | 204 | 167 | 132 | 204 |
Avg Bars in Winners | 120 | 138 | 105 | 155 | 158 | 152 |
Avg Bars in Losers | 250 | 123 | 419 | 179 | 107 | 251 |
Bars Traded | 12931 | 5158 | 7773 | 12931 | 5158 | 7773 |
Profit Streak | 120.5891 | 120.5891 | 224.0891 | 120.5891 | 120.5891 | 224.0891 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624051 | -175282 | -577020 | -195706 | -580691 | 430246 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } } }
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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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