Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1791039.0051 | 1672216.2029 | 118822.8022 | 10374568.4434 | 10049636.1565 | 324932.287 |
Total P&L (%) | 1791.039 | 1672.2162 | 118.8228 | 10374.5684 | 10049.6362 | 324.9323 |
Avg Daily Profit (%) | 0.9796 | 0.9146 | 0.065 | 0.2547 | 0.253 | 0.0792 |
Buy And Hold Return (%) | 865.435 | 865.435 | 865.435 | 865.435 | 865.435 | 865.435 |
Max Trade Drawdown | -102284 | -96798 | -40509 | -11840776 | -6368311 | -7132446 |
Profit Factor | 4.7545 | 6.2804 | 1.741 | 1.2551 | 1.4509 | 1.0177 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 51.4286 | 37.1429 | 65.7143 | 51.4286 | 37.1429 | 65.7143 |
Ratio Avg Win / Avg Loss | 4.4903 | 10.6284 | 0.9083 | 1.1853 | 2.4554 | 0.531 |
Largest Winning Trade | 916530 | 916530 | 57892 | 11292098 | 11292098 | 6525489 |
Largest Losing Trade | -49243 | -49243 | -40509 | -7132446 | -4414356 | -7132446 |
Avg Bars in Trades | 71 | 89 | 54 | 71 | 89 | 54 |
Avg Bars in Winners | 88 | 141 | 58 | 88 | 141 | 58 |
Avg Bars in Losers | 54 | 58 | 47 | 54 | 58 | 47 |
Bars Traded | 5027 | 3117 | 1910 | 5027 | 3117 | 1910 |
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 | -83803 | 339960 | -269380 | -89999 | 201545 | -453766 |
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{ "first_band": { "type": "dema", "factors": { "length": 87, "offset": 157 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } } }
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# | 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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