Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5554602.604 | 120623.9398 | -5675226.5438 | -16869976.4278 | 10623605.746 | -27493582.1738 |
Total P&L (%) | -5554.6026 | 120.6239 | -5675.2265 | -16869.9764 | 10623.6057 | -27493.5822 |
Avg Daily Profit (%) | -2.8297 | 0.0614 | -2.8911 | 0 | 0.2384 | 0 |
Buy And Hold Return (%) | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 | 1680.3848 |
Max Trade Drawdown | -5786256 | -64535 | -5797005 | -50583216 | -22216549 | -35143515 |
Profit Factor | 0.0963 | 1.6324 | 0.0471 | 0.8536 | 1.2419 | 0.6142 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 60 | 31 | 29 | 46 | 24 | 22 |
Losing Trades | 28 | 13 | 15 | 42 | 20 | 22 |
Profitability (%) | 68.1818 | 70.4545 | 65.9091 | 52.2727 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 0.0449 | 0.6845 | 0.0244 | 0.7793 | 1.0349 | 0.6142 |
Largest Winning Trade | 38837 | 38837 | 24825 | 23341392 | 23341392 | 12653307 |
Largest Losing Trade | -5770227 | -51745 | -5770227 | -30795114 | -10379850 | -30795114 |
Avg Bars in Trades | 128 | 132 | 125 | 128 | 132 | 125 |
Avg Bars in Winners | 60 | 59 | 61 | 160 | 180 | 138 |
Avg Bars in Losers | 275 | 307 | 247 | 94 | 74 | 111 |
Bars Traded | 11335 | 5834 | 5501 | 11335 | 5834 | 5501 |
Profit Streak | 411.2453 | 0 | 566.5786 | 0 | 564.5786 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577322 | -273629 | -577698 | -580248 | 319472 | -580719 |
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{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "rma", "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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