Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499939.918 | 459623.4716 | 40316.4464 | 188788.348 | 543383.1042 | -354594.7562 |
Total P&L (%) | 499.9399 | 459.6235 | 40.3164 | 188.7883 | 543.3831 | -354.5948 |
Avg Daily Profit (%) | 0.2679 | 0.2463 | 0.0216 | 0.0569 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109696 | -71709 | -100676 | -675810 | -293069 | -693414 |
Profit Factor | 1.5332 | 1.9574 | 1.0881 | 1.0618 | 1.3812 | 0.7824 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 44.2953 | 42.6667 | 45.9459 | 44.2953 | 42.6667 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.9282 | 2.6303 | 1.2801 | 1.3353 | 1.856 | 0.9205 |
Largest Winning Trade | 178754 | 178754 | 44838 | 579571 | 579571 | 170661 |
Largest Losing Trade | -43846 | -38396 | -43846 | -339556 | -154844 | -339556 |
Avg Bars in Trades | 143 | 128 | 157 | 143 | 128 | 157 |
Avg Bars in Winners | 216 | 218 | 215 | 216 | 218 | 215 |
Avg Bars in Losers | 84 | 62 | 108 | 84 | 62 | 108 |
Bars Traded | 21308 | 9659 | 11648 | 21308 | 9659 | 11648 |
Profit Streak | 0 | 0 | 42.7324 | 0 | 0 | 42.7324 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323911 | -48075 | -354830 | -271379 | -117425 | -645825 |
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "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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