Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898038.8127 | 803797.8509 | 94240.9618 | 2604555.1104 | 877703.6242 | 1726851.4862 |
Total P&L (%) | 898.0388 | 803.7979 | 94.241 | 2604.5551 | 877.7036 | 1726.8515 |
Avg Daily Profit (%) | 0.4863 | 0.4353 | 0.051 | 0.1787 | 0.1236 | 0.1575 |
Buy And Hold Return (%) | 120.526 | 120.526 | 120.526 | 120.526 | 120.526 | 120.526 |
Max Trade Drawdown | -140822 | -57718 | -114276 | -2190829 | -1396634 | -1395619 |
Profit Factor | 2.7035 | 4.7423 | 1.3017 | 1.3226 | 1.2163 | 1.4302 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 59.7701 | 59.0909 | 60.4651 | 59.7701 | 59.0909 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.8197 | 3.2831 | 0.8511 | 0.8902 | 0.842 | 0.9351 |
Largest Winning Trade | 515278 | 515278 | 77208 | 1117987 | 732461 | 1117987 |
Largest Losing Trade | -45934 | -27135 | -45934 | -1180893 | -747473 | -1180893 |
Avg Bars in Trades | 83 | 75 | 90 | 83 | 75 | 90 |
Avg Bars in Winners | 95 | 75 | 116 | 95 | 75 | 116 |
Avg Bars in Losers | 64 | 75 | 52 | 64 | 75 | 52 |
Bars Traded | 7225 | 3319 | 3905 | 7225 | 3319 | 3905 |
Profit Streak | 0 | 0 | 139.6712 | 0 | 0 | 139.6712 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617107 | 672161 | -289347 | 284773 | -28507 | 347236 |
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "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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