Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262632.0465 | -381.6994 | 263013.7458 | 324241.366 | -154169.2419 | 478410.608 |
Total P&L (%) | 262.632 | -0.3817 | 263.0137 | 324.2414 | -154.1692 | 478.4106 |
Avg Daily Profit (%) | 0.1717 | -0.0003 | 0.172 | 0.0945 | 0 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77252 | -80713 | -51126 | -398264 | -431541 | -146386 |
Profit Factor | 1.7016 | 0.9984 | 2.8723 | 1.2656 | 0.8072 | 2.136 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 57.6471 | 55.814 | 59.5238 | 57.6471 | 55.814 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.2502 | 0.7904 | 1.9532 | 0.9298 | 0.639 | 1.4524 |
Largest Winning Trade | 57165 | 43641 | 57165 | 135284 | 94183 | 135284 |
Largest Losing Trade | -42381 | -42381 | -23925 | -277775 | -277775 | -76163 |
Avg Bars in Trades | 50 | 19 | 81 | 50 | 19 | 81 |
Avg Bars in Winners | 61 | 16 | 104 | 61 | 16 | 104 |
Avg Bars in Losers | 34 | 22 | 47 | 34 | 22 | 47 |
Bars Traded | 4262 | 833 | 3429 | 4262 | 833 | 3429 |
Profit Streak | 34.8609 | 57.8609 | 0 | 34.8609 | 57.8609 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405119 | -579134 | 509149 | -66786 | -579134 | -35471 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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