Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6211665.0441 | 340334.6827 | -6551999.7268 | 216767433.9032 | -150851390.4993 | 367618824.4025 |
Total P&L (%) | -6211.665 | 340.3347 | -6551.9997 | 216767.4339 | -150851.3905 | 367618.8244 |
Avg Daily Profit (%) | -2.7526 | 0.1508 | -2.9034 | 0.341 | 0 | 0.3645 |
Buy And Hold Return (%) | 7910.1381 | 7910.1381 | 7910.1381 | 7910.1381 | 7910.1381 | 7910.1381 |
Max Trade Drawdown | -6548481 | -41057 | -6676131 | -372913103 | -237299559 | -192846543 |
Profit Factor | 0.1278 | 3.5133 | 0.0622 | 1.3301 | 0.5412 | 2.1214 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 30 | 27 | 41 | 21 | 20 |
Losing Trades | 30 | 14 | 16 | 46 | 23 | 23 |
Profitability (%) | 65.5172 | 68.1818 | 62.7907 | 47.1264 | 47.7273 | 46.5116 |
Ratio Avg Win / Avg Loss | 0.0673 | 1.6395 | 0.0368 | 1.4923 | 0.5927 | 2.4396 |
Largest Winning Trade | 59834 | 59834 | 50929 | 242467580 | 77647085 | 242467580 |
Largest Losing Trade | -6548481 | -26292 | -6548481 | -50833381 | -49559573 | -50833381 |
Avg Bars in Trades | 74 | 48 | 99 | 74 | 48 | 99 |
Avg Bars in Winners | 58 | 51 | 66 | 71 | 52 | 90 |
Avg Bars in Losers | 103 | 42 | 157 | 76 | 45 | 108 |
Bars Traded | 6450 | 2152 | 4298 | 6450 | 2152 | 4298 |
Profit Streak | 55.8689 | 100.2022 | 0 | 55.8689 | 100.2022 | 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 | -577694 | -148896 | -579069 | 330742 | -581043 | 438202 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 92, "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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