Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898263.2319 | 991697.087 | -93433.8551 | -42348.362 | 52858.4464 | -95206.8084 |
Total P&L (%) | 898.2632 | 991.6971 | -93.4339 | -42.3484 | 52.8584 | -95.2068 |
Avg Daily Profit (%) | 0.4956 | 0.5471 | -0.0516 | -0.0304 | 0.0234 | -0.1675 |
Buy And Hold Return (%) | 478.9886 | 478.9886 | 478.9886 | 478.9886 | 478.9886 | 478.9886 |
Max Trade Drawdown | -200946 | -125599 | -214705 | -94130 | -54388 | -113677 |
Profit Factor | 2.2245 | 3.9095 | 0.7621 | 0.8831 | 1.2967 | 0.4826 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 46.7532 | 47.3684 | 46.1538 | 46.7532 | 47.3684 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.5334 | 4.3439 | 0.8891 | 1.0057 | 1.4408 | 0.563 |
Largest Winning Trade | 713235 | 713235 | 73052 | 69315 | 69315 | 22463 |
Largest Losing Trade | -86314 | -45990 | -86314 | -61295 | -39046 | -61295 |
Avg Bars in Trades | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Winners | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Losers | 32 | 27 | 37 | 32 | 27 | 37 |
Bars Traded | 3529 | 1434 | 2095 | 3529 | 1434 | 2095 |
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 | -40462 | 380524 | -582253 | -626651 | -328310 | -582253 |
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{ "first_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 63, "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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