Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214677.9696 | 428133.922 | -213455.9524 | -99241.2377 | 101914.0147 | -201155.2523 |
Total P&L (%) | 214.678 | 428.1339 | -213.456 | -99.2412 | 101.914 | -201.1553 |
Avg Daily Profit (%) | 0.1112 | 0.2218 | -0.1106 | -0.2526 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -394828 | -287501 | -265999 | -280761 | -142353 | -254367 |
Profit Factor | 1.2447 | 2.0381 | 0.5407 | 0.8117 | 1.484 | 0.3642 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 42.6667 | 40.5405 | 44.7368 | 42.6667 | 40.5405 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.6726 | 2.9893 | 0.6679 | 1.0907 | 2.1765 | 0.4499 |
Largest Winning Trade | 578972 | 578972 | 35199 | 165931 | 165931 | 25382 |
Largest Losing Trade | -63803 | -63803 | -50166 | -100895 | -100895 | -96534 |
Avg Bars in Trades | 150 | 227 | 75 | 150 | 227 | 75 |
Avg Bars in Winners | 120 | 151 | 94 | 120 | 151 | 94 |
Avg Bars in Losers | 171 | 278 | 59 | 171 | 278 | 59 |
Bars Traded | 11258 | 8400 | 2858 | 11258 | 8400 | 2858 |
Profit Streak | 64.4394 | 64.4394 | 144.2728 | 64.4394 | 64.4394 | 144.2728 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106408 | 308412 | -581460 | -641854 | -145057 | -581460 |
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 242, "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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