Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531909.5699 | 415021.3359 | 116888.2341 | 232022.2832 | 83235.2601 | 148787.0231 |
Total P&L (%) | 531.9096 | 415.0213 | 116.8882 | 232.0223 | 83.2353 | 148.787 |
Avg Daily Profit (%) | 0.3034 | 0.2367 | 0.0667 | 0.0685 | 0.0345 | 0.052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101319 | -133329 | -81673 | -214867 | -270174 | -120997 |
Profit Factor | 1.4419 | 1.6981 | 1.1919 | 1.102 | 1.0731 | 1.131 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 202 | 105 | 97 | 202 | 105 | 97 |
Profitability (%) | 38.0368 | 35.5828 | 40.4908 | 38.0368 | 35.5828 | 40.4908 |
Ratio Avg Win / Avg Loss | 2.3489 | 3.0741 | 1.7517 | 1.7952 | 1.9427 | 1.6622 |
Largest Winning Trade | 291076 | 291076 | 55809 | 206903 | 206903 | 91449 |
Largest Losing Trade | -21848 | -21848 | -18181 | -51347 | -51347 | -47125 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 108 | 95 | 119 | 108 | 95 | 119 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 20745 | 9022 | 11723 | 20745 | 9022 | 11723 |
Profit Streak | 17.3044 | 0 | 17.6377 | 17.3044 | 0 | 17.6377 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309769 | 210385 | -115069 | -211104 | -291037 | -201681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 31, "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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