Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762492.0567 | 778069.8672 | -15577.8105 | -7394.2222 | 431656.3813 | -439050.6035 |
Total P&L (%) | 762.4921 | 778.0699 | -15.5778 | -7.3942 | 431.6564 | -439.0506 |
Avg Daily Profit (%) | 0.4084 | 0.4167 | -0.0083 | -0.0041 | 0.0895 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185472 | -175510 | -109462 | -1116688 | -443625 | -837790 |
Profit Factor | 2.1634 | 2.9535 | 0.9394 | 0.9963 | 1.4439 | 0.5784 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 45.5696 | 40 | 51.2821 | 45.5696 | 40 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.5841 | 4.4303 | 0.8924 | 1.1901 | 2.1658 | 0.5495 |
Largest Winning Trade | 578471 | 578471 | 48854 | 578471 | 578471 | 251680 |
Largest Losing Trade | -62543 | -55055 | -62543 | -727109 | -256381 | -727109 |
Avg Bars in Trades | 43 | 66 | 20 | 43 | 66 | 20 |
Avg Bars in Winners | 39 | 59 | 22 | 39 | 59 | 22 |
Avg Bars in Losers | 47 | 71 | 17 | 47 | 71 | 17 |
Bars Traded | 3462 | 2671 | 791 | 3462 | 2671 | 791 |
Profit Streak | 0 | 0 | 148.6143 | 0 | 0 | 148.6143 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19065 | 420119 | -579350 | -612111 | -75215 | -579350 |
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 79, "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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