Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7146325.3295 | 227060.7089 | -7373386.0384 | 390633419.6707 | -266042606.6089 | 656676026.2796 |
Total P&L (%) | -7146.3253 | 227.0607 | -7373.386 | 390633.4197 | -266042.6066 | 656676.0263 |
Avg Daily Profit (%) | -3.1663 | 0.1006 | -3.2669 | 0.3671 | 0 | 0.3902 |
Buy And Hold Return (%) | 9717.1854 | 9717.1854 | 9717.1854 | 9717.1854 | 9717.1854 | 9717.1854 |
Max Trade Drawdown | -7361533 | -77896 | -7463393 | -444366893 | -364182563 | -203062910 |
Profit Factor | 0.0856 | 2.622 | 0.0393 | 1.4609 | 0.548 | 3.5352 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 17 | 20 | 27 | 14 | 13 |
Losing Trades | 29 | 16 | 13 | 39 | 19 | 20 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 40.9091 | 42.4242 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.0671 | 2.4678 | 0.0256 | 2.1102 | 0.7437 | 5.4388 |
Largest Winning Trade | 74337 | 74337 | 38021 | 663272476 | 134770170 | 663272476 |
Largest Losing Trade | -7348141 | -34119 | -7348141 | -137281068 | -137281068 | -47949623 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 51 | 58 | 45 | 73 | 80 | 65 |
Avg Bars in Losers | 79 | 63 | 98 | 57 | 46 | 67 |
Bars Traded | 4198 | 2011 | 2187 | 4198 | 2011 | 2187 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708492 | -219274 | -579427 | -120668 | -583748 | 440455 |
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{ "first_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 57, "offset": 137 } } }
# | 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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