Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73868.197 | 32958.3923 | 40909.8047 | 92308.0364 | 37313.732 | 54994.3045 |
Total P&L (%) | 73.8682 | 32.9584 | 40.9098 | 92.308 | 37.3137 | 54.9943 |
Avg Daily Profit (%) | 0.1609 | 0.0718 | 0.0891 | 0.1425 | 0.0691 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15281 | -8553 | -15964 | -21957 | -11218 | -23522 |
Profit Factor | 1.8207 | 1.9013 | 1.7655 | 1.799 | 1.7815 | 1.8113 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 68.8889 | 71.1111 | 66.6667 | 68.8889 | 71.1111 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8223 | 0.7724 | 0.8828 | 0.8124 | 0.7237 | 0.9056 |
Largest Winning Trade | 22141 | 9794 | 22141 | 33725 | 10436 | 33725 |
Largest Losing Trade | -15281 | -6990 | -15281 | -21738 | -11218 | -21738 |
Avg Bars in Trades | 116 | 108 | 124 | 116 | 108 | 124 |
Avg Bars in Winners | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Losers | 197 | 178 | 213 | 197 | 178 | 213 |
Bars Traded | 10464 | 4861 | 5603 | 10464 | 4861 | 5603 |
Profit Streak | 598.8266 | 0 | 601.3266 | 598.8266 | 0 | 601.3266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386941 | -97061 | -73515 | 24235 | -100500 | -63768 |
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{ "first_band": { "type": "dema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 75, "offset": 98 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 75, "offset": 98 } } }
# | 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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