Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8350627.9398 | 279031.5186 | -8629659.4584 | 232328172.9032 | -211709937.3131 | 444038110.2163 |
Total P&L (%) | -8350.6279 | 279.0315 | -8629.6595 | 232328.1729 | -211709.9373 | 444038.1102 |
Avg Daily Profit (%) | -3.6808 | 0.123 | -3.8038 | 0.3422 | 0 | 0.3709 |
Buy And Hold Return (%) | 11318.7633 | 11318.7633 | 11318.7633 | 11318.7633 | 11318.7633 | 11318.7633 |
Max Trade Drawdown | -8672136 | -58191 | -8748424 | -463600169 | -316758299 | -255289985 |
Profit Factor | 0.0896 | 2.8179 | 0.0432 | 1.32 | 0.5082 | 2.5024 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 53 | 27 | 26 | 47 | 23 | 24 |
Losing Trades | 35 | 17 | 18 | 41 | 21 | 20 |
Profitability (%) | 60.2273 | 61.3636 | 59.0909 | 53.4091 | 52.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0592 | 1.7742 | 0.0299 | 1.1515 | 0.464 | 2.0853 |
Largest Winning Trade | 66289 | 66289 | 44557 | 300394053 | 58746472 | 300394053 |
Largest Losing Trade | -8613746 | -43649 | -8613746 | -96514359 | -96514359 | -72976260 |
Avg Bars in Trades | 72 | 48 | 96 | 72 | 48 | 96 |
Avg Bars in Winners | 61 | 48 | 74 | 71 | 56 | 85 |
Avg Bars in Losers | 89 | 49 | 127 | 74 | 40 | 109 |
Bars Traded | 6397 | 2149 | 4248 | 6397 | 2149 | 4248 |
Profit Streak | 207.6779 | 207.6779 | 245.3446 | 207.6779 | 207.6779 | 367.0112 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577781 | -186323 | -578187 | 416587 | -579065 | 585985 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 207, "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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