Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -806101.8881 | 132136.2008 | -938238.0888 | 119868.6303 | -10806393.5737 | 10926262.204 |
Total P&L (%) | -806.1019 | 132.1362 | -938.2381 | 119.8686 | -10806.3936 | 10926.2622 |
Avg Daily Profit (%) | -0.4291 | 0.0703 | -0.4995 | 0.042 | 0 | 0.2507 |
Buy And Hold Return (%) | 602.2788 | 602.2788 | 602.2788 | 602.2788 | 602.2788 | 602.2788 |
Max Trade Drawdown | -1044208 | -121766 | -1059246 | -9484204 | -11560445 | -3727248 |
Profit Factor | 0.4525 | 1.5634 | 0.242 | 1.0055 | 0.2504 | 2.4433 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 71 | 35 | 36 | 61 | 28 | 33 |
Losing Trades | 12 | 6 | 6 | 22 | 13 | 9 |
Profitability (%) | 85.5422 | 85.3659 | 85.7143 | 73.494 | 68.2927 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.0765 | 0.268 | 0.0403 | 0.3626 | 0.1163 | 0.6663 |
Largest Winning Trade | 41289 | 41289 | 25647 | 10738403 | 860256 | 10738403 |
Largest Losing Trade | -678597 | -71929 | -678597 | -6867416 | -6867416 | -3115206 |
Avg Bars in Trades | 42 | 54 | 30 | 42 | 54 | 30 |
Avg Bars in Winners | 14 | 15 | 13 | 18 | 12 | 22 |
Avg Bars in Losers | 209 | 287 | 130 | 110 | 145 | 58 |
Bars Traded | 3522 | 2254 | 1269 | 3522 | 2254 | 1269 |
Profit Streak | 59.0042 | 59.0042 | 269.0042 | 59.0042 | 59.0042 | 269.0042 |
Trades During Streak | 9 | 4 | 11 | 9 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575710 | -258868 | -574767 | -515161 | -576916 | 562264 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 73 } } }
# | 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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