Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93705.854 | 54445.694 | 39260.16 | 104261.4502 | 85885.6578 | 18375.7924 |
Total P&L (%) | 93.7059 | 54.4457 | 39.2602 | 104.2615 | 85.8857 | 18.3758 |
Avg Daily Profit (%) | 0.6746 | 0.3919 | 0.2826 | 0.5155 | 0.4473 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32322 | -21708 | -27439 | -68008 | -35526 | -66165 |
Profit Factor | 1.3718 | 1.5095 | 1.2704 | 1.252 | 1.5428 | 1.0719 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 55.615 | 52.6882 | 58.5106 | 55.615 | 52.6882 | 58.5106 |
Ratio Avg Win / Avg Loss | 1.0948 | 1.3555 | 0.9008 | 0.9992 | 1.3854 | 0.7601 |
Largest Winning Trade | 32321 | 32321 | 12662 | 35662 | 35662 | 18739 |
Largest Losing Trade | -19335 | -12649 | -19335 | -35040 | -20658 | -35040 |
Avg Bars in Trades | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Winners | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Losers | 79 | 86 | 71 | 79 | 86 | 71 |
Bars Traded | 12849 | 6533 | 6316 | 12849 | 6533 | 6316 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436521 | 282615 | 118595 | 301227 | 344299 | -182811 |
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{ "first_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } } }
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# | 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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