Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557035.7907 | 1483303.4965 | 73732.2942 | 45815737.7929 | 36973009.3185 | 8842728.4744 |
Total P&L (%) | 1557.0358 | 1483.3035 | 73.7323 | 45815.7378 | 36973.0093 | 8842.7285 |
Avg Daily Profit (%) | 0.6868 | 0.6543 | 0.0325 | 0.2707 | 0.2613 | 0.1984 |
Buy And Hold Return (%) | 10623.5092 | 10623.5092 | 10623.5092 | 10623.5092 | 10623.5092 | 10623.5092 |
Max Trade Drawdown | -106432 | -87870 | -101047 | -14746492 | -5681381 | -14451209 |
Profit Factor | 3.9328 | 7.554 | 1.2421 | 1.9243 | 2.6984 | 1.3181 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 49.0741 | 51.8519 | 46.2963 | 49.0741 | 51.8519 | 46.2963 |
Ratio Avg Win / Avg Loss | 4.0812 | 7.0145 | 1.4408 | 1.9969 | 2.5057 | 1.529 |
Largest Winning Trade | 565258 | 565258 | 56511 | 26059584 | 26059584 | 16262354 |
Largest Losing Trade | -53428 | -27225 | -53428 | -11709932 | -4441117 | -11709932 |
Avg Bars in Trades | 60 | 68 | 53 | 60 | 68 | 53 |
Avg Bars in Winners | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Losers | 36 | 45 | 28 | 36 | 45 | 28 |
Bars Traded | 6555 | 3688 | 2866 | 6555 | 3688 | 2866 |
Profit Streak | 0 | 34.2638 | 0 | 0 | 34.2638 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146639 | -324150 | -496984 | 370052 | -167796 | -337943 |
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{ "first_band": { "type": "dema", "factors": { "length": 160, "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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