Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6749296.9689 | 201395.2999 | -6950692.2689 | 268779386.7655 | -481480462.3821 | 750259849.1476 |
Total P&L (%) | -6749.297 | 201.3953 | -6950.6923 | 268779.3868 | -481480.4624 | 750259.8491 |
Avg Daily Profit (%) | -2.9781 | 0.0889 | -3.0669 | 0.3491 | 0 | 0.3945 |
Buy And Hold Return (%) | 10050.9521 | 10050.9521 | 10050.9521 | 10050.9521 | 10050.9521 | 10050.9521 |
Max Trade Drawdown | -6932465 | -82682 | -7025463 | -734347572 | -482041754 | -390705915 |
Profit Factor | 0.0866 | 2.5498 | 0.0425 | 1.2269 | 0.3438 | 2.6643 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 54 | 28 | 26 | 38 | 20 | 18 |
Losing Trades | 31 | 15 | 16 | 47 | 23 | 24 |
Profitability (%) | 63.5294 | 65.1163 | 61.9048 | 44.7059 | 46.5116 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.0497 | 1.366 | 0.0261 | 1.5175 | 0.3954 | 3.5524 |
Largest Winning Trade | 45528 | 45528 | 38773 | 692089569 | 151782296 | 692089569 |
Largest Losing Trade | -6911484 | -38060 | -6911484 | -216819347 | -216819347 | -88446457 |
Avg Bars in Trades | 74 | 65 | 82 | 74 | 65 | 82 |
Avg Bars in Winners | 61 | 57 | 65 | 79 | 71 | 87 |
Avg Bars in Losers | 96 | 79 | 111 | 69 | 59 | 78 |
Bars Traded | 6290 | 2812 | 3478 | 6290 | 2812 | 3478 |
Profit Streak | 124.9795 | 124.9795 | 234.9795 | 124.9795 | 124.9795 | 234.9795 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577560 | -233772 | -578600 | 330734 | -581517 | 454983 |
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{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 176, "offset": 203 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 176, "offset": 203 } } }
# | 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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