Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469427.68 | 357990.452 | 111437.228 | 342709.7768 | 19496.5774 | 323213.1995 |
Total P&L (%) | 469.4277 | 357.9905 | 111.4372 | 342.7098 | 19.4966 | 323.2132 |
Avg Daily Profit (%) | 0.2163 | 0.165 | 0.0513 | 0.0686 | 0.0082 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96492 | -67592 | -51296 | -850572 | -693880 | -414794 |
Profit Factor | 1.7999 | 2.1522 | 1.4035 | 1.1058 | 1.0111 | 1.2183 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 45.1613 | 44.6809 | 45.6522 | 45.1613 | 44.6809 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.1856 | 2.6646 | 1.6709 | 1.3428 | 1.2518 | 1.4503 |
Largest Winning Trade | 209626 | 209626 | 58637 | 576063 | 576063 | 329893 |
Largest Losing Trade | -33641 | -27964 | -33641 | -250147 | -175901 | -250147 |
Avg Bars in Trades | 87 | 60 | 114 | 87 | 60 | 114 |
Avg Bars in Winners | 107 | 91 | 124 | 107 | 91 | 124 |
Avg Bars in Losers | 70 | 36 | 106 | 70 | 36 | 106 |
Bars Traded | 8140 | 2862 | 5278 | 8140 | 2862 | 5278 |
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 | 343467 | 339410 | -124131 | -207124 | -399399 | -106173 |
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "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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