Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962387.1102 | 844935.5172 | 117451.593 | 14714697.8658 | 15607860.3988 | -893162.533 |
Total P&L (%) | 962.3871 | 844.9355 | 117.4516 | 14714.6979 | 15607.8604 | -893.1625 |
Avg Daily Profit (%) | 0.5281 | 0.4637 | 0.0645 | 0.2747 | 0.2779 | 0 |
Buy And Hold Return (%) | 778.4773 | 778.4773 | 778.4773 | 778.4773 | 778.4773 | 778.4773 |
Max Trade Drawdown | -111811 | -98126 | -82687 | -24699191 | -17487638 | -11797368 |
Profit Factor | 1.922 | 2.6265 | 1.224 | 1.1708 | 1.3409 | 0.9779 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 49.8099 | 48.855 | 50.7576 | 49.8099 | 48.855 | 50.7576 |
Ratio Avg Win / Avg Loss | 1.9366 | 2.7496 | 1.1875 | 1.1797 | 1.4038 | 0.9487 |
Largest Winning Trade | 252320 | 252320 | 76465 | 6762081 | 6647837 | 6762081 |
Largest Losing Trade | -31880 | -31880 | -28378 | -5458537 | -5458537 | -4096597 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 7217 | 3233 | 3984 | 7217 | 3233 | 3984 |
Profit Streak | 0 | 19.7163 | 0 | 0 | 19.7163 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76208 | -123735 | -273131 | -22383 | 331914 | -580883 |
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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