Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439305.9743 | 409336.4102 | 29969.564 | 123710.5331 | 349338.3326 | -225627.7995 |
Total P&L (%) | 439.306 | 409.3364 | 29.9696 | 123.7105 | 349.3383 | -225.6278 |
Avg Daily Profit (%) | 0.1755 | 0.1635 | 0.012 | 0.0322 | 0.06 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116397 | -119626 | -153079 | -323616 | -270166 | -402309 |
Profit Factor | 1.3372 | 1.7226 | 1.0407 | 1.0517 | 1.3302 | 0.831 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Losing Trades | 146 | 67 | 79 | 146 | 67 | 79 |
Profitability (%) | 48.0427 | 52.4823 | 43.5714 | 48.0427 | 52.4823 | 43.5714 |
Ratio Avg Win / Avg Loss | 1.4461 | 1.5597 | 1.3478 | 1.1374 | 1.2043 | 1.0762 |
Largest Winning Trade | 129970 | 129970 | 58890 | 191607 | 191607 | 79773 |
Largest Losing Trade | -42522 | -28806 | -42522 | -103432 | -103432 | -102644 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 57 | 38 | 80 | 57 | 38 | 80 |
Avg Bars in Losers | 48 | 47 | 48 | 48 | 47 | 48 |
Bars Traded | 14801 | 6036 | 8765 | 14801 | 6036 | 8765 |
Profit Streak | 0 | 0 | 39.3517 | 0 | 0 | 39.3517 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303518 | 385748 | -357418 | -312869 | -112346 | -580806 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 89, "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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