Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426392.9213 | 309320.6171 | 117072.3042 | 580433.5039 | 262493.5262 | 317939.9777 |
Total P&L (%) | 426.3929 | 309.3206 | 117.0723 | 580.4335 | 262.4935 | 317.94 |
Avg Daily Profit (%) | 0.3003 | 0.2178 | 0.0824 | 0.1351 | 0.0907 | 0.1008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65763 | -54928 | -51375 | -559185 | -393238 | -383826 |
Profit Factor | 1.8199 | 2.1013 | 1.4895 | 1.4686 | 1.3937 | 1.5559 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6283 | 2.1013 | 1.1916 | 1.314 | 1.3937 | 1.2447 |
Largest Winning Trade | 132100 | 132100 | 24351 | 472365 | 472365 | 150029 |
Largest Losing Trade | -61810 | -61810 | -41786 | -187826 | -187826 | -163983 |
Avg Bars in Trades | 50 | 71 | 29 | 50 | 71 | 29 |
Avg Bars in Winners | 59 | 86 | 35 | 59 | 86 | 35 |
Avg Bars in Losers | 39 | 55 | 20 | 39 | 55 | 20 |
Bars Traded | 5420 | 3849 | 1570 | 5420 | 3849 | 1570 |
Profit Streak | 12.2498 | 0 | 52.2498 | 12.2498 | 0 | 52.2498 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475112 | -168286 | -259708 | -9834 | -251226 | -234872 |
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{ "first_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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# | 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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