Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207290.5866 | 230479.6987 | -23189.1121 | 199325.9505 | 726480.7785 | -527154.828 |
Total P&L (%) | 207.2906 | 230.4797 | -23.1891 | 199.326 | 726.4808 | -527.1548 |
Avg Daily Profit (%) | 0.2369 | 0.2634 | -0.0265 | 0.1254 | 0.2416 | 0 |
Buy And Hold Return (%) | 351.6795 | 351.6795 | 351.6795 | 351.6795 | 351.6795 | 351.6795 |
Max Trade Drawdown | -108561 | -42476 | -105165 | -648143 | -212876 | -662831 |
Profit Factor | 1.6173 | 3.2626 | 0.9009 | 1.1318 | 2.9444 | 0.5372 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 56.0976 | 65.8537 | 46.3415 | 56.0976 | 65.8537 | 46.3415 |
Ratio Avg Win / Avg Loss | 1.2657 | 1.6917 | 1.0431 | 0.8857 | 1.5267 | 0.622 |
Largest Winning Trade | 62614 | 62614 | 45890 | 225017 | 225017 | 104564 |
Largest Losing Trade | -36837 | -20085 | -36837 | -211751 | -140240 | -211751 |
Avg Bars in Trades | 59 | 52 | 66 | 59 | 52 | 66 |
Avg Bars in Winners | 43 | 33 | 58 | 43 | 33 | 58 |
Avg Bars in Losers | 80 | 90 | 74 | 80 | 90 | 74 |
Bars Traded | 4913 | 2171 | 2742 | 4913 | 2171 | 2742 |
Profit Streak | 21.3149 | 23.9816 | 21.3149 | 21.3149 | 23.9816 | 21.3149 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162410 | -148256 | -579947 | -275202 | 384748 | -581613 |
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 222, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 222, "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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