Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413200.1357 | 354191.2702 | 59008.8656 | 531987.3917 | 465286.1245 | 66701.2672 |
Total P&L (%) | 413.2001 | 354.1913 | 59.0089 | 531.9874 | 465.2861 | 66.7013 |
Avg Daily Profit (%) | 0.2419 | 0.2073 | 0.0345 | 0.108 | 0.1014 | 0.0299 |
Buy And Hold Return (%) | 108.8963 | 108.8963 | 108.8963 | 108.8963 | 108.8963 | 108.8963 |
Max Trade Drawdown | -80585 | -74508 | -23941 | -579398 | -558804 | -151331 |
Profit Factor | 1.5598 | 1.6839 | 1.268 | 1.161 | 1.1951 | 1.0726 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 57.7982 | 57.7982 | 57.7982 | 57.7982 | 57.7982 | 57.7982 |
Ratio Avg Win / Avg Loss | 1.1389 | 1.2295 | 0.9259 | 0.8477 | 0.8726 | 0.7831 |
Largest Winning Trade | 77265 | 77265 | 21459 | 410244 | 410244 | 83718 |
Largest Losing Trade | -57024 | -57024 | -17122 | -256619 | -256619 | -119600 |
Avg Bars in Trades | 46 | 80 | 12 | 46 | 80 | 12 |
Avg Bars in Winners | 28 | 43 | 13 | 28 | 43 | 13 |
Avg Bars in Losers | 70 | 130 | 10 | 70 | 130 | 10 |
Bars Traded | 10092 | 8738 | 1354 | 10092 | 8738 | 1354 |
Profit Streak | 17.798 | 17.798 | 71.298 | 17.798 | 17.798 | 71.298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391452 | 294800 | -312314 | -91324 | -65827 | -459076 |
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 121, "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) |
---|