Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544627.6163 | 1438744.3922 | 105883.2241 | 104376457.5865 | 83819628.6871 | 20556828.8994 |
Total P&L (%) | 1544.6276 | 1438.7444 | 105.8832 | 104376.4576 | 83819.6287 | 20556.8289 |
Avg Daily Profit (%) | 0.6818 | 0.635 | 0.0467 | 0.3073 | 0.2976 | 0.2356 |
Buy And Hold Return (%) | 9888.0739 | 9888.0739 | 9888.0739 | 9888.0739 | 9888.0739 | 9888.0739 |
Max Trade Drawdown | -154240 | -126866 | -63134 | -43993985 | -37398653 | -30190826 |
Profit Factor | 3.4229 | 5.9779 | 1.3038 | 1.6209 | 2.0529 | 1.2323 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Profitability (%) | 44.7674 | 44.186 | 45.3488 | 44.7674 | 44.186 | 45.3488 |
Ratio Avg Win / Avg Loss | 4.2231 | 7.5511 | 1.5713 | 1.9998 | 2.5932 | 1.4851 |
Largest Winning Trade | 442454 | 442454 | 64184 | 51784326 | 51784326 | 24098261 |
Largest Losing Trade | -49273 | -23238 | -49273 | -16741078 | -8929939 | -16741078 |
Avg Bars in Trades | 38 | 40 | 35 | 38 | 40 | 35 |
Avg Bars in Winners | 63 | 70 | 55 | 63 | 70 | 55 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 6575 | 3499 | 3077 | 6575 | 3499 | 3077 |
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 | -148210 | -148094 | -297186 | 392021 | 366809 | -483 |
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 16, "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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