Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637649.1012 | 576279.4165 | 61369.6848 | 660121.7533 | 981686.8673 | -321565.114 |
Total P&L (%) | 637.6491 | 576.2794 | 61.3697 | 660.1218 | 981.6869 | -321.5651 |
Avg Daily Profit (%) | 0.2541 | 0.2296 | 0.0245 | 0.0808 | 0.0949 | 0 |
Buy And Hold Return (%) | 46.2107 | 46.2107 | 46.2107 | 46.2107 | 46.2107 | 46.2107 |
Max Trade Drawdown | -114249 | -67563 | -142940 | -1617304 | -818004 | -1055888 |
Profit Factor | 1.5399 | 2.0367 | 1.0982 | 1.0709 | 1.2106 | 0.9309 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Losing Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Profitability (%) | 48.927 | 51.2821 | 46.5517 | 48.927 | 51.2821 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.6075 | 1.9349 | 1.2609 | 1.1178 | 1.1501 | 1.0688 |
Largest Winning Trade | 121317 | 121317 | 67233 | 787801 | 787801 | 470240 |
Largest Losing Trade | -55809 | -33341 | -55809 | -420973 | -404376 | -420973 |
Avg Bars in Trades | 63 | 47 | 79 | 63 | 47 | 79 |
Avg Bars in Winners | 76 | 46 | 109 | 76 | 46 | 109 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 14718 | 5512 | 9206 | 14718 | 5512 | 9206 |
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 | 430670 | 435055 | -338047 | -226357 | -66374 | -580698 |
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 92, "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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