Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35637.9829 | 197661.8555 | -162023.8725 | 464000.2892 | 473525.4765 | -9525.1872 |
Total P&L (%) | 35.638 | 197.6619 | -162.0239 | 464.0003 | 473.5255 | -9.5252 |
Avg Daily Profit (%) | 0.0287 | 0.1589 | -0.1303 | 0.1392 | 0.1405 | -0.008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -357575 | -44495 | -353041 | -494706 | -191515 | -551582 |
Profit Factor | 1.0313 | 1.6138 | 0.8013 | 1.1907 | 1.6573 | 0.9944 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 151 | 77 | 74 | 139 | 72 | 67 |
Losing Trades | 93 | 45 | 48 | 105 | 50 | 55 |
Profitability (%) | 61.8852 | 63.1148 | 60.6557 | 56.9672 | 59.0164 | 54.918 |
Ratio Avg Win / Avg Loss | 0.6352 | 0.9431 | 0.5198 | 0.8994 | 1.1509 | 0.8163 |
Largest Winning Trade | 29235 | 26352 | 29235 | 212162 | 89635 | 212162 |
Largest Losing Trade | -269870 | -40188 | -269870 | -394032 | -83250 | -394032 |
Avg Bars in Trades | 59 | 47 | 72 | 59 | 47 | 72 |
Avg Bars in Winners | 50 | 34 | 67 | 53 | 40 | 68 |
Avg Bars in Losers | 74 | 68 | 80 | 67 | 56 | 77 |
Bars Traded | 14600 | 5740 | 8860 | 14600 | 5740 | 8860 |
Profit Streak | 2.2367 | 4.6534 | 0 | 2.2367 | 4.6534 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -343985 | 338687 | -579626 | -19365 | -2062 | -580370 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 202, "offset": 44 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 202, "offset": 44 } } }
# | 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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