Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1521830.0988 | -47031.2953 | -1474798.8035 | -2018183.1588 | -7804831.704 | 5786648.5452 |
Total P&L (%) | -1521.8301 | -47.0313 | -1474.7988 | -2018.1832 | -7804.8317 | 5786.6485 |
Avg Daily Profit (%) | -0.8371 | -0.0259 | -0.8112 | 0 | 0 | 0.2244 |
Buy And Hold Return (%) | 721.7373 | 721.7373 | 721.7373 | 721.7373 | 721.7373 | 721.7373 |
Max Trade Drawdown | -1640199 | -122631 | -1547304 | -14834833 | -11307204 | -4179575 |
Profit Factor | 0.2399 | 0.8308 | 0.1446 | 0.9025 | 0.4165 | 1.7899 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 40 | 19 | 21 | 29 | 13 | 16 |
Losing Trades | 23 | 13 | 10 | 34 | 19 | 15 |
Profitability (%) | 63.4921 | 59.375 | 67.7419 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1379 | 0.5684 | 0.0689 | 1.0581 | 0.6087 | 1.6781 |
Largest Winning Trade | 38881 | 26768 | 38881 | 6946244 | 1403543 | 6946244 |
Largest Losing Trade | -728573 | -76621 | -728573 | -8848971 | -8848971 | -2831752 |
Avg Bars in Trades | 162 | 112 | 215 | 162 | 112 | 215 |
Avg Bars in Winners | 101 | 58 | 140 | 154 | 78 | 216 |
Avg Bars in Losers | 270 | 191 | 372 | 170 | 135 | 214 |
Bars Traded | 10266 | 3597 | 6669 | 10266 | 3597 | 6669 |
Profit Streak | 82.2812 | 83.9479 | 0 | 0 | 0 | 156.4479 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729470 | -579037 | -578518 | -731654 | -584456 | 459893 |
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{ "first_band": { "type": "dcu", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 98 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 145, "offset": 98 } } }
# | 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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