Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567571.094 | 482092.107 | 85478.987 | 624097.4262 | 806160.5566 | -182063.1304 |
Total P&L (%) | 567.5711 | 482.0921 | 85.479 | 624.0974 | 806.1606 | -182.0631 |
Avg Daily Profit (%) | 0.2724 | 0.2314 | 0.041 | 0.0951 | 0.1059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117345 | -77875 | -166740 | -1382109 | -554183 | -933602 |
Profit Factor | 1.3906 | 1.676 | 1.1155 | 1.0874 | 1.235 | 0.9509 |
Total Trades | 417 | 209 | 208 | 417 | 209 | 208 |
Winning Trades | 205 | 107 | 98 | 205 | 107 | 98 |
Losing Trades | 212 | 102 | 110 | 212 | 102 | 110 |
Profitability (%) | 49.1607 | 51.1962 | 47.1154 | 49.1607 | 51.1962 | 47.1154 |
Ratio Avg Win / Avg Loss | 1.4381 | 1.5977 | 1.2521 | 1.1246 | 1.1773 | 1.0673 |
Largest Winning Trade | 108888 | 108888 | 52052 | 552732 | 552732 | 429172 |
Largest Losing Trade | -58493 | -30230 | -58493 | -453068 | -222842 | -453068 |
Avg Bars in Trades | 59 | 47 | 70 | 59 | 47 | 70 |
Avg Bars in Winners | 65 | 48 | 85 | 65 | 48 | 85 |
Avg Bars in Losers | 52 | 47 | 57 | 52 | 47 | 57 |
Bars Traded | 24631 | 9989 | 14642 | 24631 | 9989 | 14642 |
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 | 401315 | 423286 | -232124 | -188130 | -50876 | -579699 |
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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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