Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6074442.0793 | 280378.6549 | -6354820.7342 | 56999559.2639 | -37976052.7783 | 94975612.0422 |
Total P&L (%) | -6074.4421 | 280.3787 | -6354.8207 | 56999.5593 | -37976.0528 | 94975.612 |
Avg Daily Profit (%) | -2.6842 | 0.1239 | -2.8081 | 0.2809 | 0 | 0.3035 |
Buy And Hold Return (%) | 10931.9973 | 10931.9973 | 10931.9973 | 10931.9973 | 10931.9973 | 10931.9973 |
Max Trade Drawdown | -6346267 | -37855 | -6484674 | -133338047 | -62779883 | -80467954 |
Profit Factor | 0.1209 | 2.7487 | 0.0585 | 1.2313 | 0.6741 | 1.7312 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 58 | 32 | 26 | 46 | 26 | 20 |
Losing Trades | 39 | 17 | 22 | 51 | 23 | 28 |
Profitability (%) | 59.7938 | 65.3061 | 54.1667 | 47.4227 | 53.0612 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.0813 | 1.4603 | 0.0495 | 1.3652 | 0.5963 | 2.4236 |
Largest Winning Trade | 66151 | 66151 | 48463 | 84066887 | 14557707 | 84066887 |
Largest Losing Trade | -6326692 | -22704 | -6326692 | -21182837 | -19180201 | -21182837 |
Avg Bars in Trades | 88 | 60 | 117 | 88 | 60 | 117 |
Avg Bars in Winners | 71 | 61 | 83 | 88 | 66 | 117 |
Avg Bars in Losers | 114 | 56 | 158 | 88 | 52 | 118 |
Bars Traded | 8599 | 2944 | 5655 | 8599 | 2944 | 5655 |
Profit Streak | 61.0368 | 106.2868 | 0 | 61.0368 | 106.2868 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578690 | -186612 | -580149 | 252664 | -579723 | 325855 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 131, "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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