Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694264.0999 | 552186.4842 | 142077.6156 | 360981.8505 | -429639.4149 | 790621.2654 |
Total P&L (%) | 694.2641 | 552.1865 | 142.0776 | 360.9819 | -429.6394 | 790.6213 |
Avg Daily Profit (%) | 0.4678 | 0.3721 | 0.0957 | 0.103 | 0 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101858 | -122058 | -62113 | -894377 | -793632 | -379372 |
Profit Factor | 2.4721 | 2.7341 | 1.9275 | 1.1191 | 0.8031 | 1.9312 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 40.5405 | 35.1351 | 45.9459 | 40.5405 | 35.1351 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.6257 | 5.0475 | 2.2676 | 1.6413 | 1.4827 | 2.272 |
Largest Winning Trade | 457400 | 457400 | 63550 | 548611 | 548611 | 321041 |
Largest Losing Trade | -61908 | -61908 | -43084 | -538282 | -538282 | -250048 |
Avg Bars in Trades | 38 | 47 | 29 | 38 | 47 | 29 |
Avg Bars in Winners | 49 | 57 | 44 | 49 | 57 | 44 |
Avg Bars in Losers | 30 | 41 | 17 | 30 | 41 | 17 |
Bars Traded | 2836 | 1743 | 1093 | 2836 | 1743 | 1093 |
Profit Streak | 8.6598 | 10.1598 | 0 | 8.6598 | 10.1598 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56747 | 345954 | -62786 | -215648 | -584226 | 237713 |
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{ "first_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "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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