Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535659.7123 | 435533.3417 | 100126.3706 | 128895.5348 | 109957.4256 | 18938.1093 |
Total P&L (%) | 535.6597 | 435.5333 | 100.1264 | 128.8955 | 109.9574 | 18.9381 |
Avg Daily Profit (%) | 0.3055 | 0.2484 | 0.0571 | 0.0472 | 0.0423 | 0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147747 | -161258 | -99841 | -608473 | -551281 | -196698 |
Profit Factor | 1.4128 | 1.7023 | 1.1478 | 1.0456 | 1.0809 | 1.0129 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 195 | 101 | 94 | 195 | 101 | 94 |
Profitability (%) | 39.8148 | 37.6543 | 41.9753 | 39.8148 | 37.6543 | 41.9753 |
Ratio Avg Win / Avg Loss | 2.1356 | 2.8185 | 1.5867 | 1.5806 | 1.7896 | 1.4002 |
Largest Winning Trade | 345411 | 345411 | 53771 | 239035 | 239035 | 85453 |
Largest Losing Trade | -25263 | -23234 | -25263 | -118969 | -118969 | -106520 |
Avg Bars in Trades | 64 | 55 | 72 | 64 | 55 | 72 |
Avg Bars in Winners | 97 | 86 | 107 | 97 | 86 | 107 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 20742 | 9033 | 11708 | 20742 | 9033 | 11708 |
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 | 308055 | 243089 | -176331 | -301314 | -271370 | -396351 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 48, "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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