Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034829.4555 | 966136.7991 | 68692.6564 | 220354.0638 | 798048.4979 | -577694.434 |
Total P&L (%) | 1034.8295 | 966.1368 | 68.6927 | 220.3541 | 798.0485 | -577.6944 |
Avg Daily Profit (%) | 0.446 | 0.4164 | 0.0296 | 0.0502 | 0.0946 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149696 | -189399 | -79781 | -3034491 | -2409567 | -2119839 |
Profit Factor | 2.1865 | 2.9235 | 1.1857 | 1.0332 | 1.2289 | 0.8172 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 61 | 35 | 26 | 61 | 35 | 26 |
Profitability (%) | 44.5455 | 36.3636 | 52.7273 | 44.5455 | 36.3636 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.7219 | 5.1161 | 1.063 | 1.2862 | 2.1506 | 0.7326 |
Largest Winning Trade | 483245 | 483245 | 51485 | 1365428 | 1365428 | 612627 |
Largest Losing Trade | -71429 | -71429 | -65718 | -2119839 | -895770 | -2119839 |
Avg Bars in Trades | 61 | 82 | 39 | 61 | 82 | 39 |
Avg Bars in Winners | 81 | 111 | 60 | 81 | 111 | 60 |
Avg Bars in Losers | 45 | 66 | 16 | 45 | 66 | 16 |
Bars Traded | 6752 | 4563 | 2189 | 6752 | 4563 | 2189 |
Profit Streak | 0.8201 | 0 | 3.4867 | 0.8201 | 0 | 3.4867 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336005 | -170166 | -350070 | -314911 | -251070 | -761173 |
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{ "first_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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