Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1619916.1087 | -73972.4341 | -1545943.6746 | 227907.5948 | -12803138.181 | 13031045.7758 |
Total P&L (%) | -1619.9161 | -73.9724 | -1545.9437 | 227.9076 | -12803.1382 | 13031.0458 |
Avg Daily Profit (%) | -0.7157 | -0.0327 | -0.6831 | 0.0525 | 0 | 0.2157 |
Buy And Hold Return (%) | 348.254 | 348.254 | 348.254 | 348.254 | 348.254 | 348.254 |
Max Trade Drawdown | -1750846 | -196761 | -1635326 | -12186070 | -12881839 | -2194621 |
Profit Factor | 0.2107 | 0.7588 | 0.1144 | 1.0116 | 0.1969 | 4.4747 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 37 | 14 | 23 | 33 | 11 | 22 |
Losing Trades | 30 | 19 | 11 | 34 | 22 | 12 |
Profitability (%) | 55.2239 | 42.4242 | 67.6471 | 49.2537 | 33.3333 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.1709 | 1.0298 | 0.0547 | 1.0422 | 0.3939 | 2.4408 |
Largest Winning Trade | 64787 | 64787 | 25072 | 13555468 | 2046263 | 13555468 |
Largest Losing Trade | -1136050 | -52660 | -1136050 | -4635760 | -4635760 | -1746813 |
Avg Bars in Trades | 127 | 124 | 129 | 127 | 124 | 129 |
Avg Bars in Winners | 80 | 76 | 82 | 86 | 81 | 89 |
Avg Bars in Losers | 184 | 160 | 226 | 166 | 146 | 202 |
Bars Traded | 8522 | 4122 | 4400 | 8522 | 4122 | 4400 |
Profit Streak | 188.298 | 188.298 | 278.298 | 188.298 | 188.298 | 278.298 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699689 | -581109 | -577158 | -616279 | -586311 | 677539 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 168, "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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