Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727665.2812 | 529015.1895 | 198650.0917 | 2467320.0768 | 771740.7467 | 1695579.33 |
Total P&L (%) | 727.6653 | 529.0152 | 198.6501 | 2467.3201 | 771.7407 | 1695.5793 |
Avg Daily Profit (%) | 0.3827 | 0.2782 | 0.1045 | 0.1708 | 0.1139 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91217 | -117676 | -119368 | -1701901 | -2537249 | -1446666 |
Profit Factor | 1.9509 | 2.4125 | 1.5084 | 1.2017 | 1.1156 | 1.3053 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 47.1545 | 43.5484 | 50.8197 | 47.1545 | 43.5484 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.1863 | 3.1274 | 1.4597 | 1.3468 | 1.4461 | 1.2632 |
Largest Winning Trade | 227997 | 227997 | 69594 | 1261721 | 1261721 | 893703 |
Largest Losing Trade | -41653 | -33514 | -41653 | -1294135 | -1294135 | -634858 |
Avg Bars in Trades | 90 | 68 | 112 | 90 | 68 | 112 |
Avg Bars in Winners | 123 | 97 | 145 | 123 | 97 | 145 |
Avg Bars in Losers | 60 | 45 | 78 | 60 | 45 | 78 |
Bars Traded | 11085 | 4223 | 6862 | 11085 | 4223 | 6862 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450882 | -143664 | -213716 | 233698 | -290802 | -153830 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 72, "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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