Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1347375.6129 | 1294357.0561 | 53018.5568 | 2324910.404 | 2072572.955 | 252337.449 |
Total P&L (%) | 1347.3756 | 1294.3571 | 53.0186 | 2324.9104 | 2072.573 | 252.3374 |
Avg Daily Profit (%) | 0.7409 | 0.7117 | 0.0292 | 0.1755 | 0.1694 | 0.0693 |
Buy And Hold Return (%) | 762.3193 | 762.3193 | 762.3193 | 762.3193 | 762.3193 | 762.3193 |
Max Trade Drawdown | -155749 | -89645 | -100750 | -1427283 | -687741 | -798099 |
Profit Factor | 3.3087 | 5.6851 | 1.1725 | 1.686 | 2.4105 | 1.1315 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 50 | 52.381 | 47.619 | 50 | 52.381 | 47.619 |
Ratio Avg Win / Avg Loss | 3.3087 | 5.1683 | 1.2898 | 1.686 | 2.1914 | 1.2446 |
Largest Winning Trade | 605632 | 605632 | 70306 | 1097348 | 1097348 | 563854 |
Largest Losing Trade | -68296 | -38071 | -68296 | -509915 | -509915 | -390138 |
Avg Bars in Trades | 125 | 132 | 118 | 125 | 132 | 118 |
Avg Bars in Winners | 184 | 184 | 184 | 184 | 184 | 184 |
Avg Bars in Losers | 66 | 74 | 58 | 66 | 74 | 58 |
Bars Traded | 10519 | 5550 | 4969 | 10519 | 5550 | 4969 |
Profit Streak | 0 | 154.0753 | 0 | 0 | 154.0753 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387780 | 488518 | -351363 | 294481 | 387785 | -343031 |
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{ "first_band": { "type": "dema", "factors": { "length": 208, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 208, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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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