Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321543.924 | 217828.2176 | 103715.7064 | 515412.502 | 219909.8651 | 295502.6369 |
Total P&L (%) | 321.5439 | 217.8282 | 103.7157 | 515.4125 | 219.9099 | 295.5026 |
Avg Daily Profit (%) | 0.2594 | 0.1757 | 0.0837 | 0.1467 | 0.0938 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126492 | -71518 | -73765 | -681553 | -440192 | -316524 |
Profit Factor | 1.5951 | 1.9055 | 1.3461 | 1.2979 | 1.261 | 1.3329 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 60 | 56.4516 | 63.4921 | 60 | 56.4516 | 63.4921 |
Ratio Avg Win / Avg Loss | 1.0634 | 1.4699 | 0.774 | 0.8653 | 0.9728 | 0.7664 |
Largest Winning Trade | 65595 | 65595 | 19284 | 142248 | 142248 | 106234 |
Largest Losing Trade | -47077 | -34086 | -47077 | -177909 | -154885 | -177909 |
Avg Bars in Trades | 27 | 33 | 22 | 27 | 33 | 22 |
Avg Bars in Winners | 23 | 28 | 18 | 23 | 28 | 18 |
Avg Bars in Losers | 35 | 40 | 28 | 35 | 40 | 28 |
Bars Traded | 3494 | 2097 | 1397 | 3494 | 2097 | 1397 |
Profit Streak | 73.444 | 73.444 | 73.7773 | 73.444 | 73.444 | 73.7773 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485818 | -142049 | -225785 | 182840 | -221465 | -189448 |
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{ "first_band": { "type": "dema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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