Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797033.666 | 711972.7398 | 85060.9263 | 3035831.5807 | 982701.3702 | 2053130.2105 |
Total P&L (%) | 797.0337 | 711.9727 | 85.0609 | 3035.8316 | 982.7014 | 2053.1302 |
Avg Daily Profit (%) | 0.3508 | 0.3134 | 0.0374 | 0.1518 | 0.1049 | 0.1352 |
Buy And Hold Return (%) | 170.2703 | 170.2703 | 170.2703 | 170.2703 | 170.2703 | 170.2703 |
Max Trade Drawdown | -171957 | -63940 | -208964 | -502612 | -512850 | -463685 |
Profit Factor | 2.48 | 4.0654 | 1.2777 | 2.0638 | 1.6288 | 2.5906 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 54.1667 | 56.25 | 52.0833 | 54.1667 | 56.25 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.0985 | 3.162 | 1.1755 | 1.7463 | 1.2668 | 2.3833 |
Largest Winning Trade | 268838 | 268838 | 51061 | 684332 | 303375 | 684332 |
Largest Losing Trade | -57686 | -42107 | -57686 | -344472 | -344472 | -260742 |
Avg Bars in Trades | 62 | 38 | 85 | 62 | 38 | 85 |
Avg Bars in Winners | 79 | 36 | 125 | 79 | 36 | 125 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 5959 | 1854 | 4105 | 5959 | 1854 | 4105 |
Profit Streak | 18.0039 | 0 | 329.0039 | 18.0039 | 0 | 329.0039 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496695 | 538353 | -306973 | 464746 | -50473 | -5448 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 107, "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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