Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526719.4552 | 484427.9125 | 42291.5427 | 381415.3429 | 1939938.4365 | -1558523.0935 |
Total P&L (%) | 526.7195 | 484.4279 | 42.2915 | 381.4153 | 1939.9384 | -1558.5231 |
Avg Daily Profit (%) | 0.2528 | 0.2325 | 0.0203 | 0.0755 | 0.1448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140480 | -79109 | -147310 | -2911019 | -1623775 | -1944647 |
Profit Factor | 1.5229 | 2.0588 | 1.0769 | 1.0268 | 1.2908 | 0.7933 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 46.8421 | 43.1579 | 50.5263 | 46.8421 | 43.1579 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.7283 | 2.7117 | 1.0545 | 1.1653 | 1.7001 | 0.7767 |
Largest Winning Trade | 127892 | 127892 | 66643 | 1262890 | 1262890 | 559215 |
Largest Losing Trade | -53995 | -25731 | -53995 | -858491 | -628121 | -858491 |
Avg Bars in Trades | 127 | 100 | 154 | 127 | 100 | 154 |
Avg Bars in Winners | 157 | 117 | 190 | 157 | 117 | 190 |
Avg Bars in Losers | 102 | 88 | 118 | 102 | 88 | 118 |
Bars Traded | 24311 | 9591 | 14720 | 24311 | 9591 | 14720 |
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 | 389278 | 318652 | -303899 | -283423 | -1080 | -581010 |
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{ "first_band": { "type": "dcm", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 145, "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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