Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571121.0689 | 1500779.2122 | 70341.8567 | 3413986.9168 | 5537381.3528 | -2123394.436 |
Total P&L (%) | 1571.1211 | 1500.7792 | 70.3419 | 3413.9869 | 5537.3814 | -2123.3944 |
Avg Daily Profit (%) | 0.8594 | 0.8209 | 0.0385 | 0.1949 | 0.2208 | 0 |
Buy And Hold Return (%) | 817.7672 | 817.7672 | 817.7672 | 817.7672 | 817.7672 | 817.7672 |
Max Trade Drawdown | -97097 | -78673 | -73214 | -4710054 | -2657881 | -3356898 |
Profit Factor | 3.4479 | 5.8455 | 1.2118 | 1.2117 | 1.7516 | 0.7576 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 48.3607 | 39.3443 | 57.377 | 48.3607 | 39.3443 | 57.377 |
Ratio Avg Win / Avg Loss | 3.6816 | 9.0119 | 0.9002 | 1.2938 | 2.7004 | 0.5628 |
Largest Winning Trade | 823649 | 823649 | 58200 | 5217110 | 5217110 | 1904180 |
Largest Losing Trade | -51276 | -43932 | -51276 | -2774507 | -1186161 | -2774507 |
Avg Bars in Trades | 57 | 69 | 45 | 57 | 69 | 45 |
Avg Bars in Winners | 67 | 105 | 41 | 67 | 105 | 41 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 6974 | 4219 | 2755 | 6974 | 4219 | 2755 |
Profit Streak | 0 | 40.6856 | 0 | 0 | 40.6856 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435024 | -151502 | -470129 | 185669 | -153730 | -741502 |
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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