Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513988.761 | 473248.9014 | 40739.8596 | 41038.6515 | 382193.1381 | -341154.4866 |
Total P&L (%) | 513.9888 | 473.2489 | 40.7399 | 41.0387 | 382.1931 | -341.1545 |
Avg Daily Profit (%) | 0.2133 | 0.1964 | 0.0169 | 0.0143 | 0.0653 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137901 | -109170 | -161496 | -675444 | -501173 | -693090 |
Profit Factor | 1.3789 | 1.6046 | 1.071 | 1.0098 | 1.1678 | 0.8205 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 130 | 58 | 72 | 130 | 58 | 72 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 43.3333 | 38.6667 | 48 | 43.3333 | 38.6667 | 48 |
Ratio Avg Win / Avg Loss | 1.8032 | 2.5452 | 1.1603 | 1.3205 | 1.8524 | 0.8888 |
Largest Winning Trade | 184547 | 184547 | 40462 | 284914 | 284914 | 118770 |
Largest Losing Trade | -54884 | -54884 | -46928 | -208777 | -153817 | -208777 |
Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Winners | 43 | 51 | 36 | 43 | 51 | 36 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 9502 | 5536 | 3966 | 9502 | 5536 | 3966 |
Profit Streak | 0 | 0 | 7.1245 | 0 | 0 | 7.1245 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316986 | 232228 | -314427 | -386648 | -144685 | -580364 |
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{ "first_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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