Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170263.711 | 80098.6244 | 90165.0867 | 256539.5272 | 83854.0817 | 172685.4456 |
Total P&L (%) | 170.2637 | 80.0986 | 90.1651 | 256.5395 | 83.8541 | 172.6854 |
Avg Daily Profit (%) | 0.2572 | 0.121 | 0.1362 | 0.1922 | 0.092 | 0.1516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31643 | -39222 | -27274 | -92380 | -137964 | -49410 |
Profit Factor | 1.6924 | 1.6245 | 1.7663 | 1.4846 | 1.293 | 1.71 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 41.9643 | 37.5 | 46.4286 | 41.9643 | 37.5 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3405 | 2.7075 | 2.0381 | 2.0532 | 2.155 | 1.973 |
Largest Winning Trade | 55190 | 55190 | 31844 | 96317 | 96317 | 57244 |
Largest Losing Trade | -11960 | -11843 | -11960 | -38349 | -38349 | -34759 |
Avg Bars in Trades | 136 | 134 | 139 | 136 | 134 | 139 |
Avg Bars in Winners | 215 | 222 | 211 | 215 | 222 | 211 |
Avg Bars in Losers | 79 | 81 | 77 | 79 | 81 | 77 |
Bars Traded | 15312 | 7510 | 7802 | 15312 | 7510 | 7802 |
Profit Streak | 416.4078 | 419.9912 | 0 | 416.4078 | 419.9912 | 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 | 322336 | -213153 | -189441 | 270538 | -253688 | -171116 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 69, "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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