Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2531144.2549 | 19301.4246 | -2550445.6796 | 57840120.0154 | -2236270.016 | 60076390.0314 |
Total P&L (%) | -2531.1443 | 19.3014 | -2550.4457 | 57840.12 | -2236.27 | 60076.39 |
Avg Daily Profit (%) | -1.3589 | 0.0104 | -1.3693 | 0.3422 | 0 | 0.3442 |
Buy And Hold Return (%) | 6479.0794 | 6479.0794 | 6479.0794 | 6479.0794 | 6479.0794 | 6479.0794 |
Max Trade Drawdown | -2618688 | -25037 | -2623372 | -77539878 | -11613281 | -70138576 |
Profit Factor | 0.1649 | 1.2347 | 0.135 | 1.3668 | 0.8962 | 1.4413 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 46 | 21 | 25 | 44 | 20 | 24 |
Losing Trades | 39 | 22 | 17 | 41 | 23 | 18 |
Profitability (%) | 54.1176 | 48.8372 | 59.5238 | 51.7647 | 46.5116 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1398 | 1.2935 | 0.0918 | 1.2736 | 1.0306 | 1.0809 |
Largest Winning Trade | 52541 | 22723 | 52541 | 78475172 | 4605798 | 78475172 |
Largest Losing Trade | -1527969 | -12768 | -1527969 | -65146672 | -5582417 | -65146672 |
Avg Bars in Trades | 240 | 19 | 465 | 240 | 19 | 465 |
Avg Bars in Winners | 155 | 25 | 264 | 242 | 26 | 422 |
Avg Bars in Losers | 340 | 14 | 761 | 238 | 14 | 523 |
Bars Traded | 20426 | 859 | 19567 | 20426 | 859 | 19567 |
Profit Streak | 0 | 0 | 102.7838 | 0 | 0 | 102.7838 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580017 | -345205 | -578939 | 367226 | -580139 | 422897 |
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{ "first_band": { "type": "dcu", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 202, "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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