Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869246.9797 | 829038.2296 | 40208.7501 | 848575.9853 | 563182.4147 | 285393.5706 |
Total P&L (%) | 869.247 | 829.0382 | 40.2088 | 848.576 | 563.1824 | 285.3936 |
Avg Daily Profit (%) | 0.347 | 0.331 | 0.0161 | 0.0899 | 0.0756 | 0.0539 |
Buy And Hold Return (%) | 343.6686 | 343.6686 | 343.6686 | 343.6686 | 343.6686 | 343.6686 |
Max Trade Drawdown | -67774 | -65912 | -97475 | -563772 | -410428 | -284921 |
Profit Factor | 2.7525 | 4.9238 | 1.1412 | 1.4529 | 1.5909 | 1.3101 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 41.0959 | 38.8889 | 43.2432 | 41.0959 | 38.8889 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9452 | 7.7374 | 1.4978 | 2.0825 | 2.5 | 1.7195 |
Largest Winning Trade | 491809 | 491809 | 60163 | 579665 | 579665 | 516328 |
Largest Losing Trade | -52961 | -35246 | -52961 | -257377 | -257377 | -149684 |
Avg Bars in Trades | 61 | 71 | 52 | 61 | 71 | 52 |
Avg Bars in Winners | 111 | 125 | 99 | 111 | 125 | 99 |
Avg Bars in Losers | 27 | 37 | 16 | 27 | 37 | 16 |
Bars Traded | 4515 | 2566 | 1949 | 4515 | 2566 | 1949 |
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 | -68723 | 303583 | -404993 | -153958 | -102300 | -288121 |
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{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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