Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432718.4424 | 345980.6487 | 86737.7937 | 1390730.9345 | 1053475.5992 | 337255.3353 |
Total P&L (%) | 432.7184 | 345.9806 | 86.7378 | 1390.7309 | 1053.4756 | 337.2553 |
Avg Daily Profit (%) | 0.4154 | 0.3321 | 0.0833 | 0.2597 | 0.235 | 0.1417 |
Buy And Hold Return (%) | 168.2615 | 168.2615 | 168.2615 | 168.2615 | 168.2615 | 168.2615 |
Max Trade Drawdown | -32692 | -31776 | -33266 | -545253 | -346452 | -407652 |
Profit Factor | 2.8503 | 4.2801 | 1.6756 | 1.867 | 2.4243 | 1.3902 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.9753 | 41.4634 | 42.5 | 41.9753 | 41.4634 | 42.5 |
Ratio Avg Win / Avg Loss | 3.9401 | 6.0424 | 2.267 | 2.5809 | 3.4225 | 1.8808 |
Largest Winning Trade | 210448 | 210448 | 29831 | 700510 | 700510 | 376604 |
Largest Losing Trade | -16427 | -13257 | -16427 | -185803 | -166625 | -185803 |
Avg Bars in Trades | 297 | 281 | 313 | 297 | 281 | 313 |
Avg Bars in Winners | 551 | 519 | 582 | 551 | 519 | 582 |
Avg Bars in Losers | 113 | 112 | 113 | 113 | 112 | 113 |
Bars Traded | 24058 | 11533 | 12525 | 24058 | 11533 | 12525 |
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 | -7986 | 223894 | -247274 | -7306 | 330458 | -11831 |
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 213 } }, "second_band": { "type": "dema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 213 } }, "second_band": { "type": "dema", "factors": { "length": 118, "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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