Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -52554.6441 | 169243.173 | -221797.817 | 600418.4059 | 502766.9913 | 97651.4146 |
Total P&L (%) | -52.5546 | 169.2432 | -221.7978 | 600.4184 | 502.767 | 97.6514 |
Avg Daily Profit (%) | -0.0426 | 0.1371 | -0.1797 | 0.1578 | 0.1456 | 0.0552 |
Buy And Hold Return (%) | 100.4965 | 100.4965 | 100.4965 | 100.4965 | 100.4965 | 100.4965 |
Max Trade Drawdown | -165793 | -36275 | -146102 | -472574 | -283458 | -479862 |
Profit Factor | 0.9405 | 1.7564 | 0.6639 | 1.3495 | 2.0076 | 1.0801 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 108 | 53 | 55 | 108 | 55 | 53 |
Losing Trades | 45 | 23 | 22 | 45 | 21 | 24 |
Profitability (%) | 70.5882 | 69.7368 | 71.4286 | 70.5882 | 72.3684 | 68.8312 |
Ratio Avg Win / Avg Loss | 0.3919 | 0.7622 | 0.2656 | 0.5623 | 0.7665 | 0.4891 |
Largest Winning Trade | 26631 | 26631 | 23342 | 154887 | 84426 | 154887 |
Largest Losing Trade | -297666 | -42711 | -297666 | -355853 | -283458 | -355853 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 29 | 27 | 32 | 33 | 34 | 32 |
Avg Bars in Losers | 84 | 82 | 87 | 75 | 69 | 81 |
Bars Traded | 7043 | 3356 | 3687 | 7043 | 3356 | 3687 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577307 | -65053 | -619680 | 330627 | -44779 | -458265 |
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{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 229, "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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