Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2273884.957 | 106932.4911 | -2380817.448 | 48250486.4557 | 25688853.3055 | 22561633.1502 |
Total P&L (%) | -2273.885 | 106.9325 | -2380.8174 | 48250.4865 | 25688.8533 | 22561.6332 |
Avg Daily Profit (%) | -1.0033 | 0.0472 | -1.0504 | 0.2731 | 0.2453 | 0.2396 |
Buy And Hold Return (%) | 9495.5479 | 9495.5479 | 9495.5479 | 9495.5479 | 9495.5479 | 9495.5479 |
Max Trade Drawdown | -2420390 | -25620 | -2496904 | -61730767 | -2721401 | -66676196 |
Profit Factor | 0.2244 | 1.833 | 0.1507 | 1.4602 | 2.5851 | 1.2545 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 63 | 29 | 34 | 63 | 27 | 36 |
Losing Trades | 49 | 27 | 22 | 49 | 29 | 20 |
Profitability (%) | 56.25 | 51.7857 | 60.7143 | 56.25 | 48.2143 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.1745 | 1.7066 | 0.0975 | 1.1357 | 2.7766 | 0.697 |
Largest Winning Trade | 40409 | 40409 | 40317 | 35610468 | 3867523 | 35610468 |
Largest Losing Trade | -1856593 | -16541 | -1856593 | -61338745 | -1847692 | -61338745 |
Avg Bars in Trades | 115 | 25 | 206 | 115 | 25 | 206 |
Avg Bars in Winners | 83 | 20 | 137 | 99 | 27 | 153 |
Avg Bars in Losers | 156 | 29 | 312 | 136 | 23 | 300 |
Bars Traded | 12965 | 1407 | 11558 | 12965 | 1407 | 11558 |
Profit Streak | 96.7334 | 96.7334 | 100.9 | 96.7334 | 96.7334 | 100.9 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578271 | -470786 | -758486 | 394291 | -169532 | -175112 |
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{ "first_band": { "type": "dcu", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 167, "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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