Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1580430.9918 | 1593763.0764 | -13332.0846 | 6676577.4362 | 15980440.7157 | -9303863.2795 |
Total P&L (%) | 1580.431 | 1593.7631 | -13.3321 | 6676.5774 | 15980.4407 | -9303.8633 |
Avg Daily Profit (%) | 0.8495 | 0.8566 | -0.0072 | 0.2269 | 0.2734 | 0 |
Buy And Hold Return (%) | 8073.9307 | 8073.9307 | 8073.9307 | 8073.9307 | 8073.9307 | 8073.9307 |
Max Trade Drawdown | -101933 | -67984 | -113748 | -12189977 | -2619536 | -12806785 |
Profit Factor | 4.1037 | 7.3707 | 0.9485 | 1.2594 | 2.7125 | 0.4329 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 50 | 56.7568 | 43.2432 | 50 | 56.7568 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.1037 | 5.6158 | 1.2449 | 1.2594 | 2.0667 | 0.5682 |
Largest Winning Trade | 1078490 | 1078490 | 59786 | 10412142 | 10412142 | 1407103 |
Largest Losing Trade | -43200 | -33578 | -43200 | -5148865 | -1716913 | -5148865 |
Avg Bars in Trades | 139 | 139 | 139 | 139 | 139 | 139 |
Avg Bars in Winners | 183 | 180 | 187 | 183 | 180 | 187 |
Avg Bars in Losers | 95 | 85 | 102 | 95 | 85 | 102 |
Bars Traded | 10323 | 5163 | 5160 | 10323 | 5163 | 5160 |
Profit Streak | 0 | 222.4512 | 0 | 0 | 222.4512 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214208 | -142178 | -581733 | -226452 | 312079 | -583400 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 162, "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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