Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -969653.0248 | 43887.1737 | -1013540.1985 | 5325188.4636 | -234574.1056 | 5559762.5692 |
Total P&L (%) | -969.653 | 43.8872 | -1013.5402 | 5325.1885 | -234.5741 | 5559.7626 |
Avg Daily Profit (%) | -0.5251 | 0.0238 | -0.5489 | 0.2165 | 0 | 0.2188 |
Buy And Hold Return (%) | 106.0137 | 106.0137 | 106.0137 | 106.0137 | 106.0137 | 106.0137 |
Max Trade Drawdown | -1074970 | -83994 | -1121476 | -1556726 | -912530 | -1364297 |
Profit Factor | 0.3335 | 1.2435 | 0.2048 | 2.287 | 0.905 | 4.334 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 35 | 13 | 22 | 37 | 17 | 20 |
Losing Trades | 33 | 21 | 12 | 31 | 17 | 14 |
Profitability (%) | 51.4706 | 38.2353 | 64.7059 | 54.4118 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.3145 | 2.0087 | 0.1117 | 1.9161 | 0.905 | 3.0338 |
Largest Winning Trade | 102636 | 102636 | 66341 | 3411668 | 794532 | 3411668 |
Largest Losing Trade | -846134 | -30261 | -846134 | -558396 | -558396 | -482303 |
Avg Bars in Trades | 156 | 141 | 171 | 156 | 141 | 171 |
Avg Bars in Winners | 142 | 135 | 147 | 140 | 140 | 139 |
Avg Bars in Losers | 170 | 144 | 217 | 176 | 141 | 217 |
Bars Traded | 10642 | 4801 | 5841 | 10642 | 4801 | 5841 |
Profit Streak | 57.6639 | 57.6639 | 578.4973 | 57.6639 | 57.6639 | 578.4973 |
Trades During Streak | 3 | 1 | 11 | 3 | 1 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692689 | -330075 | -577426 | -98996 | -580234 | 651373 |
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 233, "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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