Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150348.3372 | 88881.0039 | 61467.3333 | 126533.161 | 55075.3215 | 71457.8395 |
Total P&L (%) | 150.3483 | 88.881 | 61.4673 | 126.5332 | 55.0753 | 71.4578 |
Avg Daily Profit (%) | 0.2605 | 0.154 | 0.1065 | 0.1418 | 0.0761 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69425 | -50402 | -70969 | -157125 | -137048 | -143492 |
Profit Factor | 1.3262 | 1.4007 | 1.2571 | 1.1388 | 1.1217 | 1.1555 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 48.3871 | 50.5376 | 46.2366 | 48.3871 | 50.5376 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.4146 | 1.3709 | 1.4617 | 1.2147 | 1.0979 | 1.3436 |
Largest Winning Trade | 59008 | 59008 | 32132 | 102419 | 102419 | 50041 |
Largest Losing Trade | -23252 | -23252 | -21250 | -63347 | -63347 | -45352 |
Avg Bars in Trades | 71 | 53 | 89 | 71 | 53 | 89 |
Avg Bars in Winners | 65 | 62 | 69 | 65 | 62 | 69 |
Avg Bars in Losers | 77 | 45 | 107 | 77 | 45 | 107 |
Bars Traded | 13321 | 4992 | 8329 | 13321 | 4992 | 8329 |
Profit Streak | 0 | 0 | 505.8664 | 0 | 0 | 505.8664 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300197 | 262832 | -53110 | -71674 | -179622 | -119218 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 220, "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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