Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461589.7237 | 1394585.3253 | 67004.3984 | 41324538.0267 | 31155599.1544 | 10168938.8724 |
Total P&L (%) | 1461.5897 | 1394.5853 | 67.0044 | 41324.538 | 31155.5992 | 10168.9389 |
Avg Daily Profit (%) | 0.6437 | 0.6142 | 0.0295 | 0.2658 | 0.2533 | 0.2042 |
Buy And Hold Return (%) | 10711.4676 | 10711.4676 | 10711.4676 | 10711.4676 | 10711.4676 | 10711.4676 |
Max Trade Drawdown | -88263 | -73546 | -102270 | -16803884 | -13024724 | -15318031 |
Profit Factor | 4.3117 | 7.9777 | 1.2775 | 1.7918 | 2.0875 | 1.4319 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 46.6667 | 48.8889 | 44.4444 | 46.6667 | 48.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.9276 | 8.3403 | 1.5968 | 2.0477 | 2.1823 | 1.7899 |
Largest Winning Trade | 458381 | 458381 | 50622 | 26534147 | 26534147 | 18170568 |
Largest Losing Trade | -42200 | -27413 | -42200 | -13024724 | -13024724 | -5929218 |
Avg Bars in Trades | 71 | 79 | 64 | 71 | 79 | 64 |
Avg Bars in Winners | 113 | 116 | 109 | 113 | 116 | 109 |
Avg Bars in Losers | 36 | 43 | 28 | 36 | 43 | 28 |
Bars Traded | 6474 | 3566 | 2908 | 6474 | 3566 | 2908 |
Profit Streak | 12.727 | 0 | 13.0604 | 12.727 | 0 | 13.0604 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147101 | -146037 | -319668 | 331416 | 320545 | -157189 |
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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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