Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654441.1086 | 552872.3869 | 101568.7218 | 1591907.7299 | 2125244.1746 | -533336.4447 |
Total P&L (%) | 654.4411 | 552.8724 | 101.5687 | 1591.9077 | 2125.2442 | -533.3364 |
Avg Daily Profit (%) | 0.2616 | 0.221 | 0.0406 | 0.1131 | 0.1241 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158895 | -104584 | -87269 | -7528280 | -5147136 | -3389758 |
Profit Factor | 1.8588 | 2.5455 | 1.2512 | 1.0925 | 1.2305 | 0.9332 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 40 | 43.0769 | 36.9231 | 40 | 43.0769 | 36.9231 |
Ratio Avg Win / Avg Loss | 2.7881 | 3.3637 | 2.1374 | 1.6388 | 1.626 | 1.5942 |
Largest Winning Trade | 149252 | 149252 | 66994 | 3423186 | 3423186 | 895470 |
Largest Losing Trade | -42054 | -32042 | -42054 | -2145867 | -2145867 | -1978952 |
Avg Bars in Trades | 56 | 44 | 68 | 56 | 44 | 68 |
Avg Bars in Winners | 97 | 67 | 131 | 97 | 67 | 131 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 7320 | 2864 | 4456 | 7320 | 2864 | 4456 |
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 | 307713 | -121580 | -274819 | -162715 | -160814 | -715043 |
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 28, "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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