Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1712593.7742 | 88572.6988 | -1801166.473 | -1263256.4246 | -17922952.7473 | 16659696.3226 |
Total P&L (%) | -1712.5938 | 88.5727 | -1801.1665 | -1263.2564 | -17922.9527 | 16659.6963 |
Avg Daily Profit (%) | -0.9162 | 0.0474 | -0.9635 | 0 | 0 | 0.2744 |
Buy And Hold Return (%) | 7302.1352 | 7302.1352 | 7302.1352 | 7302.1352 | 7302.1352 | 7302.1352 |
Max Trade Drawdown | -1903896 | -142800 | -1883914 | -21368966 | -18702307 | -5149379 |
Profit Factor | 0.2484 | 1.3983 | 0.124 | 0.9626 | 0.1779 | 2.3872 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 62 | 33 | 29 | 39 | 18 | 21 |
Losing Trades | 24 | 10 | 14 | 47 | 25 | 22 |
Profitability (%) | 72.093 | 76.7442 | 67.4419 | 45.3488 | 41.8605 | 48.8372 |
Ratio Avg Win / Avg Loss | 0.0961 | 0.4237 | 0.0599 | 1.1601 | 0.2472 | 2.5009 |
Largest Winning Trade | 67739 | 67739 | 53760 | 22894650 | 1392789 | 22894650 |
Largest Losing Trade | -1144706 | -63582 | -1144706 | -8446276 | -8446276 | -3835486 |
Avg Bars in Trades | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Winners | 23 | 24 | 22 | 52 | 37 | 66 |
Avg Bars in Losers | 155 | 145 | 163 | 66 | 63 | 70 |
Bars Traded | 5194 | 2256 | 2938 | 5194 | 2256 | 2938 |
Profit Streak | 51.1436 | 157.1436 | 0 | 0 | 0 | 83.1436 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576842 | -291490 | -578466 | -580690 | -583892 | 301144 |
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{ "first_band": { "type": "dcu", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 150, "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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