Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90230.206 | 69848.3318 | 20381.8742 | 93155.6293 | 58982.5235 | 34173.1058 |
Total P&L (%) | 90.2302 | 69.8483 | 20.3819 | 93.1556 | 58.9825 | 34.1731 |
Avg Daily Profit (%) | 1.7325 | 1.3412 | 0.3914 | 1.2721 | 0.8942 | 0.566 |
Buy And Hold Return (%) | 29.1108 | 29.1108 | 29.1108 | 29.1108 | 29.1108 | 29.1108 |
Max Trade Drawdown | -50178 | -32989 | -25957 | -123187 | -70663 | -66759 |
Profit Factor | 1.4723 | 1.8864 | 1.1816 | 1.2295 | 1.3579 | 1.1418 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 40 | 42 | 38 | 40 | 42 | 38 |
Ratio Avg Win / Avg Loss | 2.2085 | 2.6051 | 1.9279 | 1.8443 | 1.8751 | 1.8629 |
Largest Winning Trade | 54302 | 54302 | 17600 | 71307 | 71307 | 36369 |
Largest Losing Trade | -20546 | -6137 | -20546 | -56470 | -15034 | -56470 |
Avg Bars in Trades | 123 | 77 | 169 | 123 | 77 | 169 |
Avg Bars in Winners | 183 | 83 | 294 | 183 | 83 | 294 |
Avg Bars in Losers | 82 | 73 | 91 | 82 | 73 | 91 |
Bars Traded | 24653 | 7745 | 16908 | 24653 | 7745 | 16908 |
Profit Streak | 5.5656 | 5.9552 | 0 | 5.5656 | 5.9552 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309270 | 281394 | -183176 | 244673 | 104673 | -171419 |
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{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 141, "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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