Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118642.6128 | 73477.3252 | 45165.2876 | 178170.5345 | 108358.3214 | 69812.213 |
Total P&L (%) | 118.6426 | 73.4773 | 45.1653 | 178.1705 | 108.3583 | 69.8122 |
Avg Daily Profit (%) | 1.3667 | 0.8464 | 0.5203 | 1.1855 | 0.8492 | 0.6118 |
Buy And Hold Return (%) | 29.1904 | 29.1904 | 29.1904 | 29.1904 | 29.1904 | 29.1904 |
Max Trade Drawdown | -40798 | -24884 | -21660 | -38268 | -23346 | -20298 |
Profit Factor | 1.8004 | 2.1079 | 1.5514 | 2.1859 | 2.6819 | 1.8135 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 43.9614 | 43.6893 | 44.2308 | 43.9614 | 43.6893 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.2951 | 2.7169 | 1.9562 | 2.7864 | 3.4567 | 2.2866 |
Largest Winning Trade | 34297 | 24447 | 34297 | 58599 | 56094 | 58599 |
Largest Losing Trade | -7979 | -3298 | -7979 | -8599 | -3594 | -8599 |
Avg Bars in Trades | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Winners | 180 | 192 | 169 | 180 | 192 | 169 |
Avg Bars in Losers | 68 | 58 | 78 | 68 | 58 | 78 |
Bars Traded | 24389 | 12053 | 12336 | 24389 | 12053 | 12336 |
Profit Streak | 0 | 2.9963 | 0 | 0 | 2.9963 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406078 | 277320 | -1284 | 483622 | 355521 | 210093 |
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{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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