Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523786.9666 | 323370.6648 | 200416.3018 | 1568089.8829 | 1391510.1272 | 176579.7557 |
Total P&L (%) | 523.787 | 323.3707 | 200.4163 | 1568.0899 | 1391.5101 | 176.5798 |
Avg Daily Profit (%) | 0.3121 | 0.1927 | 0.1194 | 0.1678 | 0.1612 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70264 | -94942 | -65494 | -1539032 | -620410 | -1100883 |
Profit Factor | 1.5082 | 1.6296 | 1.3876 | 1.3595 | 1.6869 | 1.0756 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Losing Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Profitability (%) | 42.2604 | 42.1569 | 42.3645 | 42.2604 | 42.1569 | 42.3645 |
Ratio Avg Win / Avg Loss | 2.0606 | 2.2359 | 1.8878 | 1.8575 | 2.3146 | 1.4633 |
Largest Winning Trade | 85560 | 85560 | 54819 | 739981 | 739981 | 596536 |
Largest Losing Trade | -30687 | -24556 | -30687 | -276632 | -226921 | -276632 |
Avg Bars in Trades | 48 | 53 | 43 | 48 | 53 | 43 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 29 | 35 | 23 | 29 | 35 | 23 |
Bars Traded | 19910 | 10995 | 8915 | 19910 | 10995 | 8915 |
Profit Streak | 10.3972 | 32.6472 | 0 | 10.3972 | 32.6472 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404465 | 327692 | -34295 | 327367 | 336973 | -251775 |
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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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