Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714857.2479 | 1499497.0888 | 215360.1592 | 4781430.5817 | -20119800.4224 | 24901231.0041 |
Total P&L (%) | 1714.8572 | 1499.4971 | 215.3602 | 4781.4306 | -20119.8004 | 24901.231 |
Avg Daily Profit (%) | 0.7172 | 0.6271 | 0.0901 | 0.1627 | 0 | 0.2312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144167 | -137466 | -97100 | -49327265 | -55565416 | -18439725 |
Profit Factor | 3.5354 | 4.4127 | 1.9088 | 1.0416 | 0.7519 | 1.7375 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 57.1429 | 51.0204 | 63.2653 | 57.1429 | 51.0204 | 63.2653 |
Ratio Avg Win / Avg Loss | 2.6516 | 4.2362 | 1.1084 | 0.7812 | 0.7218 | 1.0089 |
Largest Winning Trade | 889796 | 889796 | 53519 | 28157121 | 28157121 | 10887471 |
Largest Losing Trade | -41851 | -41851 | -41176 | -20616673 | -20616673 | -6775279 |
Avg Bars in Trades | 69 | 89 | 49 | 69 | 89 | 49 |
Avg Bars in Winners | 84 | 108 | 64 | 84 | 108 | 64 |
Avg Bars in Losers | 49 | 69 | 23 | 49 | 69 | 23 |
Bars Traded | 6810 | 4382 | 2428 | 6810 | 4382 | 2428 |
Profit Streak | 0 | 0 | 164.4791 | 0 | 0 | 164.4791 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 733186 | 694128 | -67803 | -167496 | -580549 | 463745 |
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{ "first_band": { "type": "dema", "factors": { "length": 127, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 127, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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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