Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241036.8888 | 1045839.6411 | 195197.2477 | 29450111.9721 | 18086513.5187 | 11363598.4534 |
Total P&L (%) | 1241.0369 | 1045.8396 | 195.1972 | 29450.112 | 18086.5135 | 11363.5985 |
Avg Daily Profit (%) | 0.5221 | 0.44 | 0.0821 | 0.2396 | 0.2191 | 0.1997 |
Buy And Hold Return (%) | 476.9231 | 476.9231 | 476.9231 | 476.9231 | 476.9231 | 476.9231 |
Max Trade Drawdown | -111449 | -88707 | -98744 | -85718574 | -63946832 | -61751771 |
Profit Factor | 2.5708 | 3.6305 | 1.4973 | 1.1093 | 1.1264 | 1.09 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 56.0811 | 55.4054 | 56.7568 | 56.0811 | 55.4054 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.0133 | 2.9221 | 1.1408 | 0.8688 | 0.9066 | 0.8305 |
Largest Winning Trade | 466310 | 466310 | 57651 | 31438982 | 31438982 | 19309769 |
Largest Losing Trade | -39721 | -31873 | -39721 | -27069387 | -22797564 | -27069387 |
Avg Bars in Trades | 94 | 72 | 116 | 94 | 72 | 116 |
Avg Bars in Winners | 101 | 81 | 120 | 101 | 81 | 120 |
Avg Bars in Losers | 86 | 61 | 112 | 86 | 61 | 112 |
Bars Traded | 14004 | 5355 | 8650 | 14004 | 5355 | 8650 |
Profit Streak | 16.715 | 0 | 25.715 | 16.715 | 0 | 25.715 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503290 | -52203 | -310086 | -91796 | -138450 | -177430 |
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 150, "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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