Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -608879.3882 | 138012.9423 | -746892.3304 | -429387.4314 | 3835574.8789 | -4264962.3104 |
Total P&L (%) | -608.8794 | 138.0129 | -746.8923 | -429.3874 | 3835.5749 | -4264.9623 |
Avg Daily Profit (%) | -0.3262 | 0.0739 | -0.4001 | 0 | 0.1969 | 0 |
Buy And Hold Return (%) | 266.1707 | 266.1707 | 266.1707 | 266.1707 | 266.1707 | 266.1707 |
Max Trade Drawdown | -814712 | -135790 | -763411 | -9631432 | -1409381 | -13010549 |
Profit Factor | 0.5211 | 1.6351 | 0.2915 | 0.9821 | 1.9632 | 0.7866 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 22 | 24 | 36 | 22 | 14 |
Losing Trades | 31 | 16 | 15 | 41 | 16 | 25 |
Profitability (%) | 59.7403 | 57.8947 | 61.5385 | 46.7532 | 57.8947 | 35.8974 |
Ratio Avg Win / Avg Loss | 0.3512 | 1.1892 | 0.1822 | 1.1185 | 1.4278 | 1.4047 |
Largest Winning Trade | 155416 | 155416 | 49851 | 8606957 | 3446863 | 8606957 |
Largest Losing Trade | -442987 | -54807 | -442987 | -9004148 | -1063599 | -9004148 |
Avg Bars in Trades | 285 | 287 | 283 | 285 | 287 | 283 |
Avg Bars in Winners | 243 | 260 | 228 | 327 | 323 | 333 |
Avg Bars in Losers | 347 | 324 | 371 | 248 | 237 | 255 |
Bars Traded | 21977 | 10926 | 11051 | 21977 | 10926 | 11051 |
Profit Streak | 0 | 88.4067 | 0 | 46.7401 | 0 | 221.0734 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -625515 | -256424 | -579261 | -626092 | 419983 | -583217 |
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{ "first_band": { "type": "midprice", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "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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