Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785157.6678 | 738707.6714 | 46449.9964 | 1066243.6996 | 1947822.8592 | -881579.1595 |
Total P&L (%) | 785.1577 | 738.7077 | 46.45 | 1066.2437 | 1947.8229 | -881.5792 |
Avg Daily Profit (%) | 0.377 | 0.3547 | 0.0223 | 0.118 | 0.1451 | 0 |
Buy And Hold Return (%) | 79.6992 | 79.6992 | 79.6992 | 79.6992 | 79.6992 | 79.6992 |
Max Trade Drawdown | -145954 | -75948 | -188042 | -3116243 | -1936676 | -1706986 |
Profit Factor | 1.6143 | 2.2506 | 1.0676 | 1.0649 | 1.2542 | 0.8996 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Profitability (%) | 46.3415 | 47.1545 | 45.5285 | 46.3415 | 47.1545 | 45.5285 |
Ratio Avg Win / Avg Loss | 1.8692 | 2.5222 | 1.2773 | 1.233 | 1.4056 | 1.0763 |
Largest Winning Trade | 210104 | 210104 | 83998 | 1191797 | 1191797 | 810747 |
Largest Losing Trade | -36282 | -36282 | -33422 | -862360 | -498513 | -862360 |
Avg Bars in Trades | 99 | 85 | 113 | 99 | 85 | 113 |
Avg Bars in Winners | 128 | 96 | 162 | 128 | 96 | 162 |
Avg Bars in Losers | 74 | 75 | 72 | 74 | 75 | 72 |
Bars Traded | 24507 | 10518 | 13989 | 24507 | 10518 | 13989 |
Profit Streak | 0 | 0 | 13.0595 | 0 | 0 | 13.0595 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448941 | 443141 | -476416 | -184372 | -486 | -580469 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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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