Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91801.8889 | 303933.0443 | -212131.1554 | 190264.0959 | 102830.867 | 87433.2289 |
Total P&L (%) | 91.8019 | 303.933 | -212.1312 | 190.2641 | 102.8309 | 87.4332 |
Avg Daily Profit (%) | 0.0473 | 0.1567 | -0.1094 | 0.055 | 0.0365 | 0.0324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -487200 | -84331 | -473123 | -515258 | -217624 | -372802 |
Profit Factor | 1.0656 | 1.6543 | 0.7729 | 1.0874 | 1.1053 | 1.0729 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 116 | 49 | 67 | 116 | 53 | 63 |
Losing Trades | 97 | 58 | 39 | 97 | 54 | 43 |
Profitability (%) | 54.4601 | 45.7944 | 63.2075 | 54.4601 | 49.5327 | 59.434 |
Ratio Avg Win / Avg Loss | 0.8911 | 1.9582 | 0.4499 | 0.9093 | 1.1262 | 0.7323 |
Largest Winning Trade | 82553 | 82553 | 58718 | 461550 | 114271 | 461550 |
Largest Losing Trade | -316653 | -37160 | -316653 | -220980 | -141382 | -220980 |
Avg Bars in Trades | 35 | 18 | 52 | 35 | 18 | 52 |
Avg Bars in Winners | 36 | 14 | 51 | 34 | 16 | 49 |
Avg Bars in Losers | 35 | 22 | 54 | 37 | 21 | 57 |
Bars Traded | 7610 | 2019 | 5591 | 7610 | 2019 | 5591 |
Profit Streak | 8.1722 | 8.1722 | 54.1722 | 8.1722 | 8.1722 | 54.1722 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276851 | 339507 | -577932 | -242717 | -248335 | -289288 |
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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