Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723907.5892 | 518276.9991 | 205630.5901 | 3898967.3983 | 223084.7697 | 3675882.6286 |
Total P&L (%) | 723.9076 | 518.277 | 205.6306 | 3898.9674 | 223.0848 | 3675.8826 |
Avg Daily Profit (%) | 0.3476 | 0.2489 | 0.0987 | 0.1773 | 0.0563 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113104 | -50491 | -179677 | -1385128 | -1379204 | -877453 |
Profit Factor | 1.706 | 2.1767 | 1.3515 | 1.3669 | 1.0432 | 1.6724 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 51.9685 | 51.9685 | 51.9685 | 51.9685 | 51.9685 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.5768 | 2.0118 | 1.2492 | 1.2634 | 0.9642 | 1.5457 |
Largest Winning Trade | 101387 | 101387 | 62224 | 1058289 | 700911 | 1058289 |
Largest Losing Trade | -58326 | -19660 | -58326 | -573406 | -525952 | -573406 |
Avg Bars in Trades | 97 | 76 | 117 | 97 | 76 | 117 |
Avg Bars in Winners | 113 | 86 | 140 | 113 | 86 | 140 |
Avg Bars in Losers | 79 | 65 | 93 | 79 | 65 | 93 |
Bars Traded | 24681 | 9719 | 14962 | 24681 | 9719 | 14962 |
Profit Streak | 0 | 0 | 8.38 | 0 | 0 | 8.38 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508188 | 454853 | -60041 | 357132 | -292294 | 421127 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 152, "offset": 0 } } }
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# | 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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