Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61700.9591 | 40071.5021 | 21629.4569 | 71912.8218 | 45374.0271 | 26538.7947 |
Total P&L (%) | 61.701 | 40.0715 | 21.6295 | 71.9128 | 45.374 | 26.5388 |
Avg Daily Profit (%) | 0.7108 | 0.4616 | 0.2492 | 0.6261 | 0.4319 | 0.2715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31718 | -14304 | -20391 | -56357 | -26083 | -36513 |
Profit Factor | 1.4938 | 1.6582 | 1.3376 | 1.3522 | 1.4617 | 1.2506 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Losing Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Profitability (%) | 50 | 53.8462 | 46.1538 | 50 | 53.8462 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.4938 | 1.4213 | 1.5606 | 1.3522 | 1.2528 | 1.459 |
Largest Winning Trade | 20013 | 20013 | 12893 | 22809 | 22809 | 19792 |
Largest Losing Trade | -8336 | -6053 | -8336 | -16504 | -11725 | -16504 |
Avg Bars in Trades | 154 | 174 | 135 | 154 | 174 | 135 |
Avg Bars in Winners | 221 | 236 | 203 | 221 | 236 | 203 |
Avg Bars in Losers | 88 | 101 | 77 | 88 | 101 | 77 |
Bars Traded | 24169 | 13585 | 10583 | 24169 | 13585 | 10583 |
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 | 416611 | -26235 | -34236 | 379314 | -26975 | -33305 |
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{ "first_band": { "type": "dcm", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } } }
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# | 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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