Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339971.3395 | 1079369.6134 | 260601.7261 | 163244050.7324 | 90206253.1128 | 73037797.6196 |
Total P&L (%) | 1339.9713 | 1079.3696 | 260.6017 | 163244.0507 | 90206.2531 | 73037.7976 |
Avg Daily Profit (%) | 0.5356 | 0.4315 | 0.1042 | 0.2962 | 0.2724 | 0.264 |
Buy And Hold Return (%) | 434.4956 | 434.4956 | 434.4956 | 434.4956 | 434.4956 | 434.4956 |
Max Trade Drawdown | -71828 | -54626 | -41730 | -80522280 | -57894413 | -49893543 |
Profit Factor | 5.2318 | 7.7381 | 2.6657 | 1.682 | 1.7455 | 1.6172 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 53.5211 | 50 | 57.1429 | 53.5211 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.5434 | 7.7381 | 1.9993 | 1.4607 | 1.7455 | 1.2129 |
Largest Winning Trade | 382216 | 382216 | 58171 | 57797884 | 57797884 | 55037243 |
Largest Losing Trade | -29735 | -20115 | -29735 | -34749165 | -21686262 | -34749165 |
Avg Bars in Trades | 102 | 86 | 119 | 102 | 86 | 119 |
Avg Bars in Winners | 150 | 131 | 166 | 150 | 131 | 166 |
Avg Bars in Losers | 47 | 40 | 56 | 47 | 40 | 56 |
Bars Traded | 7274 | 3098 | 4176 | 7274 | 3098 | 4176 |
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 | -74708 | 535725 | -213688 | -79608 | 430690 | 412238 |
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{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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