Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186861.7279 | 165401.8649 | 21459.863 | -59182.1888 | 21342.5514 | -80524.7402 |
Total P&L (%) | 186.8617 | 165.4019 | 21.4599 | -59.1822 | 21.3426 | -80.5247 |
Avg Daily Profit (%) | 0.1828 | 0.1618 | 0.021 | -0.0876 | 0.0189 | -0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225905 | -203899 | -118891 | -210313 | -155056 | -109825 |
Profit Factor | 1.1332 | 1.2076 | 1.0354 | 0.9269 | 1.051 | 0.7943 |
Total Trades | 445 | 222 | 223 | 445 | 222 | 223 |
Winning Trades | 238 | 117 | 121 | 238 | 117 | 121 |
Losing Trades | 207 | 105 | 102 | 207 | 105 | 102 |
Profitability (%) | 53.4831 | 52.7027 | 54.2601 | 53.4831 | 52.7027 | 54.2601 |
Ratio Avg Win / Avg Loss | 0.9856 | 1.0837 | 0.8728 | 0.8062 | 0.9432 | 0.6696 |
Largest Winning Trade | 135924 | 135924 | 23685 | 35478 | 35478 | 16677 |
Largest Losing Trade | -42907 | -39121 | -42907 | -42450 | -42450 | -37770 |
Avg Bars in Trades | 54 | 68 | 41 | 54 | 68 | 41 |
Avg Bars in Winners | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Losers | 65 | 89 | 41 | 65 | 89 | 41 |
Bars Traded | 24420 | 15138 | 9281 | 24420 | 15138 | 9281 |
Profit Streak | 7.4838 | 7.4838 | 18.4422 | 7.4838 | 7.4838 | 18.4422 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63819 | 304169 | -351260 | -576437 | -338046 | -578090 |
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 94, "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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