Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107960.9156 | 54538.425 | 53422.4906 | 96788.5419 | 69581.4828 | 27207.0591 |
Total P&L (%) | 107.9609 | 54.5384 | 53.4225 | 96.7885 | 69.5815 | 27.2071 |
Avg Daily Profit (%) | 0.4146 | 0.2094 | 0.2051 | 0.2603 | 0.203 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56831 | -40743 | -26651 | -88173 | -65894 | -44221 |
Profit Factor | 1.2245 | 1.2378 | 1.2123 | 1.1382 | 1.2085 | 1.0742 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Losing Trades | 224 | 109 | 115 | 224 | 109 | 115 |
Profitability (%) | 43.5768 | 44.9495 | 42.2111 | 43.5768 | 44.9495 | 42.2111 |
Ratio Avg Win / Avg Loss | 1.5854 | 1.5159 | 1.6597 | 1.4737 | 1.4801 | 1.4706 |
Largest Winning Trade | 41720 | 41720 | 37706 | 55325 | 55325 | 31361 |
Largest Losing Trade | -20981 | -10807 | -20981 | -23722 | -16877 | -23722 |
Avg Bars in Trades | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Winners | 90 | 86 | 95 | 90 | 86 | 95 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 24837 | 12333 | 12504 | 24837 | 12333 | 12504 |
Profit Streak | 0 | 1.5722 | 0 | 0 | 1.5722 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301326 | 77576 | 118105 | -62186 | 65275 | -215748 |
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{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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