Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712511.5113 | 592830.9405 | 119680.5709 | 3351879.1659 | 2177732.3514 | 1174146.8146 |
Total P&L (%) | 712.5115 | 592.8309 | 119.6806 | 3351.8792 | 2177.7324 | 1174.1468 |
Avg Daily Profit (%) | 0.4404 | 0.3664 | 0.074 | 0.2191 | 0.1934 | 0.1574 |
Buy And Hold Return (%) | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 |
Max Trade Drawdown | -127580 | -62492 | -189709 | -2568360 | -1370188 | -2091982 |
Profit Factor | 1.5132 | 1.8956 | 1.1648 | 1.221 | 1.2891 | 1.1538 |
Total Trades | 424 | 212 | 212 | 424 | 212 | 212 |
Winning Trades | 197 | 101 | 96 | 197 | 101 | 96 |
Losing Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Profitability (%) | 46.4623 | 47.6415 | 45.283 | 46.4623 | 47.6415 | 45.283 |
Ratio Avg Win / Avg Loss | 1.7437 | 2.0833 | 1.4074 | 1.4069 | 1.4168 | 1.3941 |
Largest Winning Trade | 100730 | 100730 | 79777 | 1709171 | 1709171 | 774636 |
Largest Losing Trade | -59047 | -20686 | -59047 | -1083492 | -465751 | -1083492 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 19136 | 8268 | 10868 | 19136 | 8268 | 10868 |
Profit Streak | 0 | 0 | 487.1205 | 0 | 0 | 487.1205 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483504 | 457044 | -134502 | 311132 | 274878 | -44031 |
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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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