Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477361.271 | 359194.2679 | 118167.0032 | 1156860.8041 | 680005.7312 | 476855.0729 |
Total P&L (%) | 477.3613 | 359.1943 | 118.167 | 1156.8608 | 680.0057 | 476.8551 |
Avg Daily Profit (%) | 0.3852 | 0.2898 | 0.0953 | 0.2044 | 0.1659 | 0.1415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95198 | -67724 | -54259 | -796928 | -442352 | -437684 |
Profit Factor | 2.0782 | 2.4797 | 1.5909 | 1.4871 | 1.5394 | 1.4279 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 56.3218 | 48.8372 | 63.6364 | 56.3218 | 48.8372 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.6117 | 2.5978 | 0.9091 | 1.1532 | 1.6127 | 0.8159 |
Largest Winning Trade | 156812 | 156812 | 27511 | 391371 | 391371 | 180924 |
Largest Losing Trade | -54259 | -34716 | -54259 | -415735 | -249437 | -415735 |
Avg Bars in Trades | 41 | 54 | 28 | 41 | 54 | 28 |
Avg Bars in Winners | 41 | 57 | 29 | 41 | 57 | 29 |
Avg Bars in Losers | 41 | 52 | 26 | 41 | 52 | 26 |
Bars Traded | 3608 | 2357 | 1251 | 3608 | 2357 | 1251 |
Profit Streak | 12.9892 | 0 | 75.3225 | 12.9892 | 0 | 75.3225 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533365 | 457686 | -62005 | 394684 | 360094 | -1463 |
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{ "first_band": { "type": "dema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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