Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382492.4081 | 304111.633 | 78380.7751 | 1368535.5543 | 1322004.6547 | 46530.8996 |
Total P&L (%) | 382.4924 | 304.1116 | 78.3808 | 1368.5356 | 1322.0047 | 46.5309 |
Avg Daily Profit (%) | 0.4343 | 0.3453 | 0.089 | 0.3056 | 0.3019 | 0.0434 |
Buy And Hold Return (%) | 189.2645 | 189.2645 | 189.2645 | 189.2645 | 189.2645 | 189.2645 |
Max Trade Drawdown | -40046 | -28636 | -50376 | -809026 | -238670 | -888269 |
Profit Factor | 2.2621 | 3.674 | 1.414 | 1.6056 | 2.7647 | 1.0308 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 58.1395 | 60.4651 | 55.814 | 58.1395 | 60.4651 | 55.814 |
Ratio Avg Win / Avg Loss | 1.6287 | 2.4023 | 1.1194 | 1.1561 | 1.8077 | 0.8161 |
Largest Winning Trade | 104807 | 104807 | 30885 | 398771 | 398771 | 300129 |
Largest Losing Trade | -37523 | -16590 | -37523 | -809026 | -238670 | -809026 |
Avg Bars in Trades | 119 | 118 | 121 | 119 | 118 | 121 |
Avg Bars in Winners | 160 | 140 | 182 | 160 | 140 | 182 |
Avg Bars in Losers | 62 | 83 | 44 | 62 | 83 | 44 |
Bars Traded | 10295 | 5083 | 5212 | 10295 | 5083 | 5212 |
Profit Streak | 0 | 0 | 47.9039 | 0 | 0 | 47.9039 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304754 | 272988 | -237770 | 437503 | 560949 | -487668 |
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 164, "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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