Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8528283.6055 | 141798.0214 | -8670081.6269 | 67497017.7961 | -254015471.3799 | 321512489.176 |
Total P&L (%) | -8528.2836 | 141.798 | -8670.0816 | 67497.0178 | -254015.4714 | 321512.4892 |
Avg Daily Profit (%) | -3.7786 | 0.0628 | -3.8414 | 0.2891 | 0 | 0.3585 |
Buy And Hold Return (%) | 9479.7126 | 9479.7126 | 9479.7126 | 9479.7126 | 9479.7126 | 9479.7126 |
Max Trade Drawdown | -8665760 | -101288 | -8730447 | -488623872 | -257865001 | -306030289 |
Profit Factor | 0.0662 | 1.876 | 0.0335 | 1.0833 | 0.4213 | 1.8665 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 20 | 19 | 27 | 14 | 13 |
Losing Trades | 25 | 12 | 13 | 37 | 18 | 19 |
Profitability (%) | 60.9375 | 62.5 | 59.375 | 42.1875 | 43.75 | 40.625 |
Ratio Avg Win / Avg Loss | 0.0424 | 1.1256 | 0.023 | 1.4846 | 0.5417 | 2.728 |
Largest Winning Trade | 46129 | 46129 | 43346 | 273131655 | 38415821 | 273131655 |
Largest Losing Trade | -8599097 | -28183 | -8599097 | -93272499 | -87847451 | -93272499 |
Avg Bars in Trades | 66 | 46 | 85 | 66 | 46 | 85 |
Avg Bars in Winners | 53 | 43 | 63 | 64 | 54 | 74 |
Avg Bars in Losers | 86 | 52 | 118 | 67 | 40 | 93 |
Bars Traded | 4235 | 1489 | 2746 | 4235 | 1489 | 2746 |
Profit Streak | 67.1112 | 124.6112 | 0 | 67.1112 | 124.6112 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722301 | -270212 | -579595 | -266319 | -582674 | 333233 |
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{ "first_band": { "type": "dcu", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 135, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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