Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970160.3481 | 932636.241 | 37524.1071 | 861158.0881 | 4281211.7531 | -3420053.665 |
Total P&L (%) | 970.1603 | 932.6362 | 37.5241 | 861.1581 | 4281.2118 | -3420.0537 |
Avg Daily Profit (%) | 0.4659 | 0.4478 | 0.018 | 0.1087 | 0.1817 | 0 |
Buy And Hold Return (%) | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 | 90.6188 |
Max Trade Drawdown | -162675 | -149377 | -172307 | -6280961 | -3109752 | -4086365 |
Profit Factor | 2.0465 | 2.9916 | 1.0818 | 1.0575 | 1.5754 | 0.5456 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 35.1351 | 33.7838 | 36.4865 | 35.1351 | 33.7838 | 36.4865 |
Ratio Avg Win / Avg Loss | 3.7782 | 5.8635 | 1.8831 | 1.9524 | 3.0878 | 0.9497 |
Largest Winning Trade | 362462 | 362462 | 83202 | 5255032 | 5255032 | 496851 |
Largest Losing Trade | -36450 | -36450 | -36149 | -1787802 | -1270872 | -1787802 |
Avg Bars in Trades | 165 | 153 | 177 | 165 | 153 | 177 |
Avg Bars in Winners | 286 | 257 | 313 | 286 | 257 | 313 |
Avg Bars in Losers | 99 | 99 | 99 | 99 | 99 | 99 |
Bars Traded | 24475 | 11340 | 13135 | 24475 | 11340 | 13135 |
Profit Streak | 0 | 0 | 42.8735 | 0 | 0 | 42.8735 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317192 | -54894 | -533155 | -208932 | -60005 | -649939 |
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{ "first_band": { "type": "dcm", "factors": { "length": 36, "offset": 165 } }, "second_band": { "type": "dema", "factors": { "length": 162, "offset": 0 } } }
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# | 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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