Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525122.5763 | 378623.7205 | 146498.8558 | 669801.6304 | 707570.2981 | -37768.6678 |
Total P&L (%) | 525.1226 | 378.6237 | 146.4989 | 669.8016 | 707.5703 | -37.7687 |
Avg Daily Profit (%) | 0.3273 | 0.236 | 0.0913 | 0.1273 | 0.1303 | -0.0296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104474 | -100472 | -66125 | -710330 | -382561 | -546452 |
Profit Factor | 1.5972 | 1.8872 | 1.3237 | 1.1741 | 1.4129 | 0.9823 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 49.7608 | 48.5714 | 50.9615 | 49.7608 | 48.5714 | 50.9615 |
Ratio Avg Win / Avg Loss | 1.6126 | 1.9982 | 1.2738 | 1.1853 | 1.496 | 0.9452 |
Largest Winning Trade | 130908 | 130908 | 69365 | 341005 | 341005 | 219669 |
Largest Losing Trade | -61049 | -32915 | -61049 | -440636 | -128937 | -440636 |
Avg Bars in Trades | 90 | 69 | 111 | 90 | 69 | 111 |
Avg Bars in Winners | 116 | 86 | 144 | 116 | 86 | 144 |
Avg Bars in Losers | 64 | 53 | 76 | 64 | 53 | 76 |
Bars Traded | 18855 | 7265 | 11590 | 18855 | 7265 | 11590 |
Profit Streak | 0 | 0 | 25.9395 | 0 | 0 | 25.9395 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472965 | 384521 | -69963 | -50736 | -18740 | -579910 |
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{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 123, "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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