Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288913.3123 | 220572.4432 | 68340.8691 | -118198.2914 | -1644.3107 | -116553.9807 |
Total P&L (%) | 288.9133 | 220.5724 | 68.3409 | -118.1983 | -1.6443 | -116.554 |
Avg Daily Profit (%) | 0.1507 | 0.115 | 0.0356 | 0 | -0.0009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208638 | -144444 | -180699 | -170896 | -40134 | -138929 |
Profit Factor | 1.3492 | 1.4989 | 1.1774 | 0.567 | 0.9843 | 0.308 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 84 | 43 | 41 | 60 | 29 | 31 |
Losing Trades | 63 | 30 | 33 | 87 | 44 | 43 |
Profitability (%) | 57.1429 | 58.9041 | 55.4054 | 40.8163 | 39.726 | 41.8919 |
Ratio Avg Win / Avg Loss | 1.0119 | 1.0457 | 0.9477 | 0.8221 | 1.4934 | 0.4273 |
Largest Winning Trade | 113637 | 113637 | 39828 | 27657 | 27657 | 14692 |
Largest Losing Trade | -104368 | -49308 | -104368 | -86513 | -36833 | -86513 |
Avg Bars in Trades | 51 | 71 | 31 | 51 | 71 | 31 |
Avg Bars in Winners | 47 | 53 | 40 | 54 | 89 | 21 |
Avg Bars in Losers | 56 | 96 | 19 | 49 | 59 | 38 |
Bars Traded | 7534 | 5221 | 2313 | 7534 | 5221 | 2313 |
Profit Streak | 3.9438 | 0 | 74.1938 | 0 | 44.1938 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310572 | -108658 | -234502 | -583960 | -654510 | -648389 |
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{ "first_band": { "type": "dema", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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