Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6888642.4078 | 143317.2619 | -7031959.6697 | 17317451.2655 | -31906547.8624 | 49223999.1278 |
Total P&L (%) | -6888.6424 | 143.3173 | -7031.9597 | 17317.4513 | -31906.5479 | 49223.9991 |
Avg Daily Profit (%) | -3.0528 | 0.0635 | -3.1163 | 0.2289 | 0 | 0.2752 |
Buy And Hold Return (%) | 9188.1286 | 9188.1286 | 9188.1286 | 9188.1286 | 9188.1286 | 9188.1286 |
Max Trade Drawdown | -7065887 | -77544 | -7123871 | -83253449 | -48088156 | -49490817 |
Profit Factor | 0.0855 | 1.9914 | 0.0482 | 1.1272 | 0.4651 | 1.6433 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 52 | 28 | 24 | 48 | 23 | 25 |
Losing Trades | 34 | 15 | 19 | 38 | 20 | 18 |
Profitability (%) | 60.4651 | 65.1163 | 55.814 | 55.814 | 53.4884 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.0559 | 1.0668 | 0.0382 | 0.8923 | 0.4044 | 1.1832 |
Largest Winning Trade | 53083 | 29575 | 53083 | 52627850 | 9484711 | 52627850 |
Largest Losing Trade | -6927800 | -42325 | -6927800 | -15538253 | -11323520 | -15538253 |
Avg Bars in Trades | 47 | 27 | 68 | 47 | 27 | 68 |
Avg Bars in Winners | 42 | 24 | 63 | 41 | 29 | 53 |
Avg Bars in Losers | 56 | 33 | 74 | 55 | 25 | 89 |
Bars Traded | 4122 | 1180 | 2942 | 4122 | 1180 | 2942 |
Profit Streak | 139.4401 | 160.9401 | 139.4401 | 139.4401 | 160.9401 | 139.4401 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577562 | -267527 | -579402 | -79341 | -578585 | 405449 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 145, "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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