Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2187836.9369 | 207009.8241 | -2394846.761 | -897549.5877 | 57391974.8532 | -58289524.4409 |
Total P&L (%) | -2187.8369 | 207.0098 | -2394.8468 | -897.5496 | 57391.9749 | -58289.5244 |
Avg Daily Profit (%) | -0.9666 | 0.0915 | -1.0581 | 0 | 0.2811 | 0 |
Buy And Hold Return (%) | 9939.1363 | 9939.1363 | 9939.1363 | 9939.1363 | 9939.1363 | 9939.1363 |
Max Trade Drawdown | -2464380 | -63615 | -2504762 | -137663009 | -13721855 | -148953127 |
Profit Factor | 0.3271 | 1.7946 | 0.1993 | 0.9965 | 2.1946 | 0.7248 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 89 | 49 | 40 | 90 | 48 | 42 |
Losing Trades | 86 | 39 | 47 | 85 | 40 | 45 |
Profitability (%) | 50.8571 | 55.6818 | 45.977 | 51.4286 | 54.5455 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.3161 | 1.4283 | 0.2342 | 0.9412 | 1.8288 | 0.7766 |
Largest Winning Trade | 53199 | 43612 | 53199 | 27461549 | 15225376 | 27461549 |
Largest Losing Trade | -1635657 | -27158 | -1635657 | -81944810 | -9602095 | -81944810 |
Avg Bars in Trades | 37 | 22 | 53 | 37 | 22 | 53 |
Avg Bars in Winners | 34 | 20 | 52 | 36 | 19 | 56 |
Avg Bars in Losers | 40 | 25 | 53 | 38 | 25 | 50 |
Bars Traded | 6613 | 1978 | 4635 | 6613 | 1978 | 4635 |
Profit Streak | 62.3946 | 105.7279 | 62.3946 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578360 | -232687 | -582104 | -579676 | 454965 | -581770 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 44, "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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