Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619817.1438 | 1455601.0867 | 164216.0571 | 29327176.0513 | 26286042.0049 | 3041134.0464 |
Total P&L (%) | 1619.8171 | 1455.6011 | 164.2161 | 29327.1761 | 26286.042 | 3041.134 |
Avg Daily Profit (%) | 0.8882 | 0.7982 | 0.09 | 0.3122 | 0.3062 | 0.1892 |
Buy And Hold Return (%) | 711.7149 | 711.7149 | 711.7149 | 711.7149 | 711.7149 | 711.7149 |
Max Trade Drawdown | -85771 | -58389 | -57079 | -51390888 | -33619815 | -31540052 |
Profit Factor | 3.4913 | 5.7913 | 1.4741 | 1.1874 | 1.3581 | 1.0366 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 40.4255 | 40 | 40.8451 | 40.4255 | 40 | 40.8451 |
Ratio Avg Win / Avg Loss | 5.145 | 8.6869 | 2.1349 | 1.7498 | 2.0371 | 1.5013 |
Largest Winning Trade | 830466 | 830466 | 75351 | 28894670 | 28894670 | 14283886 |
Largest Losing Trade | -24006 | -24006 | -20880 | -14284111 | -6702085 | -14284111 |
Avg Bars in Trades | 152 | 139 | 165 | 152 | 139 | 165 |
Avg Bars in Winners | 285 | 262 | 308 | 285 | 262 | 308 |
Avg Bars in Losers | 62 | 58 | 66 | 62 | 58 | 66 |
Bars Traded | 21512 | 9784 | 11727 | 21512 | 9784 | 11727 |
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 | 414762 | -83409 | -326781 | -7664 | -87851 | -263720 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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