Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848459.1236 | 1084899.52 | -236440.3963 | -104057.2106 | -332882.1172 | 228824.9066 |
Total P&L (%) | 848.4591 | 1084.8995 | -236.4404 | -104.0572 | -332.8821 | 228.8249 |
Avg Daily Profit (%) | 0.4595 | 0.5875 | -0.128 | 0 | 0 | 0.0645 |
Buy And Hold Return (%) | 107.0454 | 107.0454 | 107.0454 | 107.0454 | 107.0454 | 107.0454 |
Max Trade Drawdown | -267063 | -99482 | -246255 | -720307 | -456849 | -177452 |
Profit Factor | 1.976 | 4.4705 | 0.5753 | 0.9039 | 0.3933 | 1.4289 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 34 | 17 | 17 |
Losing Trades | 36 | 18 | 18 | 33 | 17 | 16 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 50.7463 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.2947 | 5.0293 | 0.6903 | 0.8773 | 0.3933 | 1.3448 |
Largest Winning Trade | 1110466 | 1110466 | 72872 | 523475 | 49499 | 523475 |
Largest Losing Trade | -139793 | -47611 | -139793 | -423772 | -423772 | -119257 |
Avg Bars in Trades | 156 | 143 | 169 | 156 | 143 | 169 |
Avg Bars in Winners | 202 | 133 | 276 | 118 | 158 | 77 |
Avg Bars in Losers | 115 | 152 | 79 | 195 | 128 | 266 |
Bars Traded | 10459 | 4876 | 5583 | 10459 | 4876 | 5583 |
Profit Streak | 0 | 0 | 0 | 136.9666 | 136.9666 | 151.6332 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108719 | 633445 | -582570 | -700297 | -579834 | -110401 |
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 183, "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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