Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054609.0799 | 957466.42 | 97142.6599 | 1820783.6367 | 1113276.3794 | 707507.2573 |
Total P&L (%) | 1054.6091 | 957.4664 | 97.1427 | 1820.7836 | 1113.2764 | 707.5073 |
Avg Daily Profit (%) | 0.5714 | 0.5188 | 0.0526 | 0.1603 | 0.1353 | 0.1132 |
Buy And Hold Return (%) | 130.5174 | 130.5174 | 130.5174 | 130.5174 | 130.5174 | 130.5174 |
Max Trade Drawdown | -230436 | -154039 | -86619 | -2018305 | -1337255 | -853652 |
Profit Factor | 3.3933 | 4.824 | 1.5106 | 1.5257 | 1.5951 | 1.4443 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 44.7059 | 34.8837 | 54.7619 | 44.7059 | 34.8837 | 54.7619 |
Ratio Avg Win / Avg Loss | 4.197 | 9.0048 | 1.2479 | 1.8871 | 2.9774 | 1.1931 |
Largest Winning Trade | 827289 | 827289 | 49874 | 748876 | 748876 | 566475 |
Largest Losing Trade | -47251 | -47251 | -33101 | -668459 | -474461 | -668459 |
Avg Bars in Trades | 81 | 97 | 65 | 81 | 97 | 65 |
Avg Bars in Winners | 125 | 177 | 91 | 125 | 177 | 91 |
Avg Bars in Losers | 46 | 54 | 34 | 46 | 54 | 34 |
Bars Traded | 6951 | 4194 | 2758 | 6951 | 4194 | 2758 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571316 | 453630 | -286368 | 303869 | -14773 | -40820 |
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{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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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