Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264747.0744 | 336211.5866 | -71464.5122 | -85176.7379 | 238655.4708 | -323832.2087 |
Total P&L (%) | 264.7471 | 336.2116 | -71.4645 | -85.1767 | 238.6555 | -323.8322 |
Avg Daily Profit (%) | 0.1494 | 0.1897 | -0.0403 | -0.1077 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253993 | -138490 | -154089 | -463996 | -135775 | -330046 |
Profit Factor | 1.4029 | 2.3184 | 0.8223 | 0.8789 | 1.9229 | 0.2723 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.8185 | 3.21 | 0.9985 | 1.1394 | 2.6625 | 0.3307 |
Largest Winning Trade | 209380 | 209380 | 76201 | 317846 | 317846 | 56033 |
Largest Losing Trade | -72406 | -47808 | -72406 | -116306 | -107959 | -116306 |
Avg Bars in Trades | 83 | 60 | 105 | 83 | 60 | 105 |
Avg Bars in Winners | 136 | 87 | 182 | 136 | 87 | 182 |
Avg Bars in Losers | 41 | 41 | 43 | 41 | 41 | 43 |
Bars Traded | 5162 | 1877 | 3285 | 5162 | 1877 | 3285 |
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 | -153061 | 315785 | -582699 | -740397 | -100514 | -582699 |
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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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