Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1435776.0631 | 1325260.6562 | 110515.4069 | 115176174.4959 | 94022854.4613 | 21153320.0346 |
Total P&L (%) | 1435.7761 | 1325.2607 | 110.5154 | 115176.1745 | 94022.8545 | 21153.32 |
Avg Daily Profit (%) | 0.6346 | 0.5858 | 0.0489 | 0.3121 | 0.3031 | 0.2372 |
Buy And Hold Return (%) | 10883.7635 | 10883.7635 | 10883.7635 | 10883.7635 | 10883.7635 | 10883.7635 |
Max Trade Drawdown | -107226 | -110180 | -74384 | -41987714 | -55181362 | -20862638 |
Profit Factor | 3.365 | 5.3698 | 1.3638 | 1.7118 | 2.0945 | 1.2787 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 38.8235 | 40 | 37.6471 | 38.8235 | 40 | 37.6471 |
Ratio Avg Win / Avg Loss | 5.3025 | 8.0547 | 2.2587 | 2.6974 | 3.1417 | 2.1178 |
Largest Winning Trade | 380623 | 380623 | 51627 | 77941702 | 77941702 | 32996523 |
Largest Losing Trade | -25070 | -25070 | -22655 | -23694860 | -23694860 | -18595936 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 20 | 22 | 18 | 20 | 22 | 18 |
Bars Traded | 6555 | 3408 | 3147 | 6555 | 3408 | 3147 |
Profit Streak | 0 | 159.6161 | 0 | 0 | 159.6161 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151046 | -149239 | -296996 | 316225 | 361404 | -2975 |
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{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "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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