Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3340175.1228 | -39750.3717 | -3300424.7511 | 29585.8217 | 249948211.9746 | -249918626.1529 |
Total P&L (%) | -3340.1751 | -39.7504 | -3300.4248 | 29.5858 | 249948.212 | -249918.6262 |
Avg Daily Profit (%) | -1.6347 | -0.0195 | -1.6153 | 0.0127 | 0.3837 | 0 |
Buy And Hold Return (%) | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 | 3063.2745 |
Max Trade Drawdown | -3493913 | -152742 | -3429558 | -648263749 | -179187573 | -472608535 |
Profit Factor | 0.1834 | 0.8985 | 0.1077 | 1 | 1.7394 | 0.5447 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 38 | 17 | 21 | 44 | 23 | 21 |
Losing Trades | 39 | 21 | 18 | 33 | 15 | 18 |
Profitability (%) | 49.3506 | 44.7368 | 53.8462 | 57.1429 | 60.5263 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.1882 | 1.1099 | 0.0923 | 0.75 | 1.1344 | 0.4669 |
Largest Winning Trade | 74804 | 63099 | 74804 | 228560438 | 228560438 | 140954748 |
Largest Losing Trade | -2024407 | -59248 | -2024407 | -252042309 | -137256594 | -252042309 |
Avg Bars in Trades | 103 | 60 | 145 | 103 | 60 | 145 |
Avg Bars in Winners | 73 | 49 | 93 | 96 | 65 | 131 |
Avg Bars in Losers | 132 | 68 | 206 | 112 | 52 | 161 |
Bars Traded | 7958 | 2284 | 5673 | 7958 | 2284 | 5673 |
Profit Streak | 0 | 463.0916 | 0 | 420.8416 | 0 | 423.0916 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -627308 | -580184 | -580258 | -608316 | 474164 | -579673 |
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{ "first_band": { "type": "dcu", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 176, "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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