Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -11143437.8462 | 114045.3939 | -11257483.2401 | 44578391.863 | -28928735.1631 | 73507127.0262 |
Total P&L (%) | -11143.4378 | 114.0454 | -11257.4832 | 44578.3919 | -28928.7352 | 73507.127 |
Avg Daily Profit (%) | -4.9304 | 0.0505 | -4.9808 | 0.2703 | 0 | 0.2925 |
Buy And Hold Return (%) | 9959.3696 | 9959.3696 | 9959.3696 | 9959.3696 | 9959.3696 | 9959.3696 |
Max Trade Drawdown | -11290587 | -57993 | -11331088 | -91674554 | -52948224 | -70670093 |
Profit Factor | 0.0535 | 1.6089 | 0.0283 | 1.2371 | 0.6994 | 1.8006 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 176 | 85 | 91 | 82 | 42 | 40 |
Losing Trades | 30 | 18 | 12 | 124 | 61 | 63 |
Profitability (%) | 85.4369 | 82.5243 | 88.3495 | 39.8058 | 40.7767 | 38.835 |
Ratio Avg Win / Avg Loss | 0.0091 | 0.3407 | 0.0037 | 1.8707 | 1.0157 | 2.8359 |
Largest Winning Trade | 33080 | 33080 | 30031 | 75090287 | 23244456 | 75090287 |
Largest Losing Trade | -11219263 | -45164 | -11219263 | -13991858 | -13991858 | -9460997 |
Avg Bars in Trades | 62 | 71 | 53 | 62 | 71 | 53 |
Avg Bars in Winners | 27 | 32 | 22 | 90 | 104 | 74 |
Avg Bars in Losers | 269 | 255 | 289 | 44 | 48 | 40 |
Bars Traded | 12907 | 7365 | 5542 | 12907 | 7365 | 5542 |
Profit Streak | 11.0735 | 39.2401 | 11.0735 | 11.0735 | 39.2401 | 11.0735 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573317 | -285338 | -574553 | 232224 | -581410 | 329339 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "offset": 246 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 234, "offset": 246 } } }
# | 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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