Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279203.0926 | 103802.2107 | 175400.8819 | -45020.8972 | -12198.4046 | -32822.4927 |
Total P&L (%) | 279.2031 | 103.8022 | 175.4009 | -45.0209 | -12.1984 | -32.8225 |
Avg Daily Profit (%) | 0.2744 | 0.102 | 0.1724 | -0.0588 | -0.0128 | -0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101144 | -58482 | -103707 | -184314 | -52009 | -170831 |
Profit Factor | 1.8673 | 1.6029 | 2.1713 | 0.8515 | 0.8847 | 0.8337 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 75 | 67.6471 | 82.3529 | 75 | 67.6471 | 82.3529 |
Ratio Avg Win / Avg Loss | 0.6224 | 0.7666 | 0.4653 | 0.2838 | 0.4231 | 0.1786 |
Largest Winning Trade | 39304 | 38138 | 39304 | 40428 | 23055 | 40428 |
Largest Losing Trade | -96819 | -44008 | -96819 | -170350 | -38079 | -170350 |
Avg Bars in Trades | 53 | 42 | 64 | 53 | 42 | 64 |
Avg Bars in Winners | 39 | 27 | 48 | 39 | 27 | 48 |
Avg Bars in Losers | 96 | 73 | 140 | 96 | 73 | 140 |
Bars Traded | 3649 | 1442 | 2207 | 3649 | 1442 | 2207 |
Profit Streak | 0 | 84.4169 | 0 | 0 | 84.4169 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101235 | -52892 | 462182 | -691037 | -577142 | -576677 |
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{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 191, "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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