Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1184658.0716 | 1301497.39 | -116839.3185 | 6406319.9943 | -8473840.8262 | 14880160.8206 |
Total P&L (%) | 1184.6581 | 1301.4974 | -116.8393 | 6406.32 | -8473.8408 | 14880.1608 |
Avg Daily Profit (%) | 0.6567 | 0.7215 | -0.0648 | 0.2317 | 0 | 0.2781 |
Buy And Hold Return (%) | 161.0666 | 161.0666 | 161.0666 | 161.0666 | 161.0666 | 161.0666 |
Max Trade Drawdown | -320578 | -71225 | -424795 | -8896688 | -9568845 | -3442570 |
Profit Factor | 2.4451 | 5.9703 | 0.7906 | 1.2224 | 0.573 | 2.6605 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 16 | 24 | 38 | 14 | 24 |
Losing Trades | 29 | 18 | 11 | 31 | 20 | 11 |
Profitability (%) | 57.971 | 47.0588 | 68.5714 | 55.0725 | 41.1765 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.7727 | 6.7166 | 0.3624 | 0.9972 | 0.8185 | 1.2194 |
Largest Winning Trade | 1095455 | 1095455 | 66344 | 8662484 | 3795311 | 8662484 |
Largest Losing Trade | -312332 | -26761 | -312332 | -3404880 | -3168946 | -3404880 |
Avg Bars in Trades | 100 | 66 | 134 | 100 | 66 | 134 |
Avg Bars in Winners | 111 | 66 | 141 | 111 | 56 | 144 |
Avg Bars in Losers | 85 | 65 | 118 | 87 | 73 | 112 |
Bars Traded | 6947 | 2245 | 4702 | 6947 | 2245 | 4702 |
Profit Streak | 20.6087 | 0 | 29.8587 | 20.6087 | 0 | 29.8587 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87813 | 714244 | -577840 | -98537 | -584226 | 561833 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "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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