Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312172.8446 | 168202.1095 | 143970.7351 | 108930.0039 | -265497.7592 | 374427.7631 |
Total P&L (%) | 312.1728 | 168.2021 | 143.9707 | 108.93 | -265.4978 | 374.4278 |
Avg Daily Profit (%) | 0.1729 | 0.0932 | 0.0798 | 0.0408 | 0 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102172 | -136012 | -83813 | -414885 | -617188 | -345906 |
Profit Factor | 1.5097 | 1.5324 | 1.4856 | 1.0577 | 0.7656 | 1.4963 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 52.2727 | 51.1628 | 51.7241 | 52.2727 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.4091 | 1.3991 | 1.4181 | 0.9872 | 0.699 | 1.4283 |
Largest Winning Trade | 115784 | 115784 | 51262 | 229204 | 229204 | 176368 |
Largest Losing Trade | -50109 | -30977 | -50109 | -155737 | -155737 | -142144 |
Avg Bars in Trades | 116 | 66 | 167 | 116 | 66 | 167 |
Avg Bars in Winners | 165 | 85 | 249 | 165 | 85 | 249 |
Avg Bars in Losers | 63 | 45 | 82 | 63 | 45 | 82 |
Bars Traded | 10132 | 2917 | 7215 | 10132 | 2917 | 7215 |
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 | 331603 | -66699 | -85037 | -296606 | -580424 | -76262 |
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 112, "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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