Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280432.2363 | 159845.8 | 120586.4362 | 723091.3572 | 252243.9814 | 470847.3758 |
Total P&L (%) | 280.4322 | 159.8458 | 120.5864 | 723.0914 | 252.244 | 470.8474 |
Avg Daily Profit (%) | 0.486 | 0.277 | 0.209 | 0.3659 | 0.2184 | 0.3023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78417 | -55320 | -38285 | -196363 | -243999 | -111690 |
Profit Factor | 1.5515 | 1.6954 | 1.4328 | 1.5223 | 1.3477 | 1.7145 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 51.8382 | 50.7353 | 52.9412 | 51.8382 | 50.7353 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.4415 | 1.6462 | 1.2736 | 1.4143 | 1.3086 | 1.524 |
Largest Winning Trade | 32456 | 30034 | 32456 | 164354 | 117952 | 164354 |
Largest Losing Trade | -22023 | -19261 | -22023 | -196363 | -196363 | -74202 |
Avg Bars in Trades | 49 | 38 | 59 | 49 | 38 | 59 |
Avg Bars in Winners | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Losers | 45 | 35 | 54 | 45 | 35 | 54 |
Bars Traded | 13332 | 5285 | 8047 | 13332 | 5285 | 8047 |
Profit Streak | 0 | 0 | 507.4722 | 0 | 0 | 507.4722 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466447 | 396105 | 350150 | 438089 | 275954 | 463606 |
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "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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