Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686038.9297 | 792411.7664 | -106372.8368 | -99486.452 | -12656.5177 | -86829.9342 |
Total P&L (%) | 686.0389 | 792.4118 | -106.3728 | -99.4865 | -12.6565 | -86.8299 |
Avg Daily Profit (%) | 0.3706 | 0.4281 | -0.0575 | -0.2844 | -0.0073 | -0.1095 |
Buy And Hold Return (%) | 164.9203 | 164.9203 | 164.9203 | 164.9203 | 164.9203 | 164.9203 |
Max Trade Drawdown | -200534 | -96329 | -183216 | -79277 | -5363 | -13367 |
Profit Factor | 1.9116 | 3.8405 | 0.7754 | 0.2099 | 0.5378 | 0.1188 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 60.241 | 52.381 | 68.2927 | 60.241 | 52.381 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.2617 | 3.4914 | 0.36 | 0.1385 | 0.4889 | 0.0551 |
Largest Winning Trade | 674533 | 674533 | 73459 | 6286 | 6286 | 3347 |
Largest Losing Trade | -99302 | -29879 | -99302 | -79029 | -20415 | -79029 |
Avg Bars in Trades | 126 | 111 | 141 | 126 | 111 | 141 |
Avg Bars in Winners | 137 | 107 | 160 | 137 | 107 | 160 |
Avg Bars in Losers | 109 | 115 | 100 | 109 | 115 | 100 |
Bars Traded | 10477 | 4674 | 5803 | 10477 | 4674 | 5803 |
Profit Streak | 0 | 0 | 136.5887 | 0 | 0 | 136.5887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369442 | 567974 | -577801 | -580450 | -580426 | -577523 |
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 202, "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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