Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2581524.5313 | 45777.0994 | -2627301.6307 | 50148962.973 | 39214633.7958 | 10934329.1773 |
Total P&L (%) | -2581.5245 | 45.7771 | -2627.3016 | 50148.963 | 39214.6338 | 10934.3292 |
Avg Daily Profit (%) | -1.1409 | 0.0202 | -1.1612 | 0.2753 | 0.2644 | 0.2081 |
Buy And Hold Return (%) | 10732.292 | 10732.292 | 10732.292 | 10732.292 | 10732.292 | 10732.292 |
Max Trade Drawdown | -2725114 | -85576 | -2723775 | -116615437 | -15940520 | -118428049 |
Profit Factor | 0.1654 | 1.2984 | 0.1063 | 1.3201 | 2.5795 | 1.0829 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 47 | 20 | 27 | 49 | 21 | 28 |
Losing Trades | 40 | 24 | 16 | 38 | 23 | 15 |
Profitability (%) | 54.023 | 45.4545 | 62.7907 | 56.3218 | 47.7273 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.1408 | 1.5581 | 0.063 | 1.0237 | 2.8252 | 0.5801 |
Largest Winning Trade | 37218 | 35872 | 37218 | 71863522 | 11299879 | 71863522 |
Largest Losing Trade | -2044926 | -23923 | -2044926 | -116615437 | -10869793 | -116615437 |
Avg Bars in Trades | 71 | 32 | 111 | 71 | 32 | 111 |
Avg Bars in Winners | 55 | 29 | 75 | 72 | 40 | 95 |
Avg Bars in Losers | 90 | 34 | 173 | 70 | 24 | 141 |
Bars Traded | 6222 | 1413 | 4808 | 6222 | 1413 | 4808 |
Profit Streak | 204.4189 | 204.4189 | 275.7523 | 204.4189 | 204.4189 | 411.0856 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579047 | -331541 | -578099 | 334490 | 386771 | -279414 |
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 158, "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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