Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8147473.2778 | 262955.9605 | -8410429.2383 | 104911389.6665 | -341002999.5932 | 445914389.2596 |
Total P&L (%) | -8147.4733 | 262.956 | -8410.4292 | 104911.3897 | -341002.9996 | 445914.3893 |
Avg Daily Profit (%) | -3.5939 | 0.116 | -3.7099 | 0.3073 | 0 | 0.3714 |
Buy And Hold Return (%) | 10092.4188 | 10092.4188 | 10092.4188 | 10092.4188 | 10092.4188 | 10092.4188 |
Max Trade Drawdown | -8446796 | -67372 | -8491392 | -690376659 | -382248221 | -386472944 |
Profit Factor | 0.0825 | 3.1085 | 0.0394 | 1.1129 | 0.2616 | 1.9546 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 21 | 20 | 31 | 17 | 14 |
Losing Trades | 23 | 11 | 12 | 33 | 15 | 18 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 48.4375 | 53.125 | 43.75 |
Ratio Avg Win / Avg Loss | 0.0463 | 1.6283 | 0.0236 | 1.1847 | 0.2308 | 2.5131 |
Largest Winning Trade | 93245 | 93245 | 50516 | 420936680 | 34999760 | 420936680 |
Largest Losing Trade | -8421883 | -42101 | -8421883 | -120022559 | -83505769 | -120022559 |
Avg Bars in Trades | 64 | 46 | 83 | 64 | 46 | 83 |
Avg Bars in Winners | 46 | 41 | 51 | 67 | 53 | 83 |
Avg Bars in Losers | 98 | 55 | 137 | 62 | 37 | 83 |
Bars Traded | 4151 | 1479 | 2672 | 4151 | 1479 | 2672 |
Profit Streak | 194.6753 | 194.6753 | 197.1753 | 194.6753 | 194.6753 | 197.1753 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721068 | -195019 | -578214 | -230058 | -579430 | 422207 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 212, "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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