Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -463824.2439 | -75063.4595 | -388760.7844 | -99554.4483 | 1011354.2516 | -1110908.6999 |
Total P&L (%) | -463.8242 | -75.0635 | -388.7608 | -99.5544 | 1011.3543 | -1110.9087 |
Avg Daily Profit (%) | -0.3114 | -0.0504 | -0.261 | -0.3629 | 0.1618 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -626028 | -190746 | -469282 | -1588039 | -242569 | -1493547 |
Profit Factor | 0.5843 | 0.7944 | 0.482 | 0.9542 | 3.4216 | 0.3675 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 57 | 28 | 29 | 51 | 25 | 26 |
Losing Trades | 41 | 21 | 20 | 47 | 24 | 23 |
Profitability (%) | 58.1633 | 57.1429 | 59.1837 | 52.0408 | 51.0204 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.4203 | 0.5958 | 0.3324 | 0.8794 | 3.2848 | 0.3251 |
Largest Winning Trade | 37060 | 37060 | 36675 | 1035509 | 1035509 | 353489 |
Largest Losing Trade | -371463 | -74517 | -371463 | -737038 | -170627 | -737038 |
Avg Bars in Trades | 176 | 213 | 139 | 176 | 213 | 139 |
Avg Bars in Winners | 80 | 59 | 101 | 134 | 171 | 99 |
Avg Bars in Losers | 310 | 419 | 195 | 223 | 258 | 185 |
Bars Traded | 17337 | 10482 | 6855 | 17337 | 10482 | 6855 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579458 | -579755 | -579491 | -580252 | 521416 | -580284 |
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{ "first_band": { "type": "dcm", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 158, "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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