Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4744380.7118 | 318143.2679 | -5062523.9797 | 19150514.2083 | -101142549.8585 | 120293064.0667 |
Total P&L (%) | -4744.3807 | 318.1433 | -5062.524 | 19150.5142 | -101142.5499 | 120293.0641 |
Avg Daily Profit (%) | -2.0993 | 0.1408 | -2.2401 | 0.233 | 0 | 0.3144 |
Buy And Hold Return (%) | 9251.6925 | 9251.6925 | 9251.6925 | 9251.6925 | 9251.6925 | 9251.6925 |
Max Trade Drawdown | -5126436 | -32669 | -5150794 | -285391955 | -130998894 | -171734238 |
Profit Factor | 0.1379 | 3.6749 | 0.0597 | 1.039 | 0.4777 | 1.4046 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 48 | 24 | 24 | 34 | 18 | 16 |
Losing Trades | 23 | 12 | 11 | 37 | 18 | 19 |
Profitability (%) | 67.6056 | 66.6667 | 68.5714 | 47.8873 | 50 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.0661 | 1.8375 | 0.0274 | 1.1307 | 0.4777 | 1.668 |
Largest Winning Trade | 76515 | 76515 | 50929 | 365984341 | 27642165 | 365984341 |
Largest Losing Trade | -5126222 | -23315 | -5126222 | -95057724 | -40438904 | -95057724 |
Avg Bars in Trades | 90 | 75 | 106 | 90 | 75 | 106 |
Avg Bars in Winners | 63 | 74 | 53 | 88 | 91 | 85 |
Avg Bars in Losers | 147 | 78 | 223 | 93 | 59 | 124 |
Bars Traded | 6460 | 2726 | 3734 | 6460 | 2726 | 3734 |
Profit Streak | 62.6856 | 101.0189 | 0 | 62.6856 | 101.0189 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668936 | -160949 | -578380 | -267260 | -579821 | 330230 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 126, "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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