Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507377.2673 | 315497.8954 | 191879.3719 | 2781749.4029 | 1511885.2245 | 1269864.1784 |
Total P&L (%) | 507.3773 | 315.4979 | 191.8794 | 2781.7494 | 1511.8852 | 1269.8642 |
Avg Daily Profit (%) | 0.4871 | 0.3029 | 0.1842 | 0.3232 | 0.2672 | 0.2516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85781 | -79836 | -49420 | -5528474 | -4413517 | -2531023 |
Profit Factor | 1.851 | 2.0606 | 1.6423 | 1.152 | 1.1569 | 1.1465 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 52.657 | 51.9231 | 53.3981 | 52.657 | 51.9231 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.6642 | 1.908 | 1.4333 | 1.0357 | 1.0712 | 1.0006 |
Largest Winning Trade | 91612 | 91612 | 32519 | 2900342 | 2900342 | 1456162 |
Largest Losing Trade | -22126 | -22126 | -15609 | -1562084 | -1562084 | -800065 |
Avg Bars in Trades | 118 | 101 | 135 | 118 | 101 | 135 |
Avg Bars in Winners | 135 | 114 | 156 | 135 | 114 | 156 |
Avg Bars in Losers | 99 | 86 | 112 | 99 | 86 | 112 |
Bars Traded | 24505 | 10505 | 14000 | 24505 | 10505 | 14000 |
Profit Streak | 0 | 0 | 11.2262 | 0 | 0 | 11.2262 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555557 | 446029 | 370175 | -42829 | -39389 | -50050 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 132, "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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