Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125870.984 | 54911.3628 | 70959.6213 | 128748.9978 | 23337.2153 | 105411.7825 |
Total P&L (%) | 125.871 | 54.9114 | 70.9596 | 128.749 | 23.3372 | 105.4118 |
Avg Daily Profit (%) | 0.1901 | 0.0829 | 0.1072 | 0.1251 | 0.0317 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73805 | -57509 | -27355 | -235214 | -165922 | -103925 |
Profit Factor | 1.3894 | 1.3153 | 1.476 | 1.188 | 1.0626 | 1.3377 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 48.0769 | 44.8718 | 51.2821 | 48.0769 | 44.8718 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5005 | 1.6159 | 1.4022 | 1.2831 | 1.3055 | 1.2708 |
Largest Winning Trade | 41339 | 41339 | 26292 | 82843 | 82843 | 69334 |
Largest Losing Trade | -15231 | -14038 | -15231 | -65314 | -37355 | -65314 |
Avg Bars in Trades | 98 | 94 | 102 | 98 | 94 | 102 |
Avg Bars in Winners | 122 | 115 | 129 | 122 | 115 | 129 |
Avg Bars in Losers | 75 | 76 | 73 | 75 | 76 | 73 |
Bars Traded | 15300 | 7341 | 7959 | 15300 | 7341 | 7959 |
Profit Streak | 0 | 0 | 401.3274 | 0 | 0 | 401.3274 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332171 | -118512 | -82570 | -39806 | -343414 | -81273 |
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{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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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