Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2414041.7732 | -113486.5221 | -2300555.2511 | -104538.078 | 17378815.1075 | -17483353.1856 |
Total P&L (%) | -2414.0418 | -113.4865 | -2300.5553 | -104.5381 | 17378.8151 | -17483.3532 |
Avg Daily Profit (%) | -1.1591 | -0.0545 | -1.1046 | 0 | 0.2482 | 0 |
Buy And Hold Return (%) | 73.0038 | 73.0038 | 73.0038 | 73.0038 | 73.0038 | 73.0038 |
Max Trade Drawdown | -2414023 | -217279 | -2352010 | -22496625 | -1991316 | -24444885 |
Profit Factor | 0.227 | 0.7513 | 0.1373 | 0.9964 | 5.2567 | 0.3005 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 62 | 26 | 36 | 38 | 22 | 16 |
Losing Trades | 34 | 22 | 12 | 58 | 26 | 32 |
Profitability (%) | 64.5833 | 54.1667 | 75 | 39.5833 | 45.8333 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1245 | 0.6357 | 0.0458 | 1.5208 | 6.2124 | 0.601 |
Largest Winning Trade | 52409 | 52409 | 26619 | 11769813 | 11769813 | 1576814 |
Largest Losing Trade | -1908008 | -79448 | -1908008 | -16649610 | -1991316 | -16649610 |
Avg Bars in Trades | 254 | 290 | 218 | 254 | 290 | 218 |
Avg Bars in Winners | 102 | 114 | 94 | 405 | 495 | 282 |
Avg Bars in Losers | 531 | 497 | 593 | 155 | 116 | 187 |
Bars Traded | 24438 | 13927 | 10511 | 24438 | 13927 | 10511 |
Profit Streak | 30.6455 | 34.3122 | 30.6455 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576852 | -579156 | -576447 | -581795 | 536456 | -587170 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 213, "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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