Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583321.35 | 562514.4688 | 20806.8812 | 183152.6489 | 390977.7027 | -207825.0538 |
Total P&L (%) | 583.3214 | 562.5145 | 20.8069 | 183.1526 | 390.9777 | -207.8251 |
Avg Daily Profit (%) | 0.2328 | 0.2245 | 0.0083 | 0.0415 | 0.0635 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113981 | -84541 | -133382 | -961301 | -756230 | -504461 |
Profit Factor | 1.6759 | 2.3887 | 1.0454 | 1.043 | 1.184 | 0.9028 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 42.8571 | 44.6429 | 41.0714 | 42.8571 | 44.6429 | 41.0714 |
Ratio Avg Win / Avg Loss | 2.2345 | 2.9619 | 1.5 | 1.3906 | 1.4682 | 1.2953 |
Largest Winning Trade | 253084 | 253084 | 65833 | 476173 | 476173 | 202477 |
Largest Losing Trade | -45266 | -42539 | -45266 | -318458 | -318458 | -227357 |
Avg Bars in Trades | 65 | 51 | 78 | 65 | 51 | 78 |
Avg Bars in Winners | 100 | 72 | 130 | 100 | 72 | 130 |
Avg Bars in Losers | 38 | 35 | 42 | 38 | 35 | 42 |
Bars Traded | 7301 | 2909 | 4392 | 7301 | 2909 | 4392 |
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 | 324456 | -169341 | -542162 | -313141 | -308331 | -762638 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 40, "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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