Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515920.4451 | 472079.8889 | 43840.5562 | 170145.5523 | 408325.7576 | -238180.2052 |
Total P&L (%) | 515.9204 | 472.0799 | 43.8406 | 170.1456 | 408.3258 | -238.1802 |
Avg Daily Profit (%) | 0.2845 | 0.2603 | 0.0242 | 0.0548 | 0.0897 | 0 |
Buy And Hold Return (%) | 167.821 | 167.821 | 167.821 | 167.821 | 167.821 | 167.821 |
Max Trade Drawdown | -103452 | -63628 | -75443 | -498363 | -327076 | -415507 |
Profit Factor | 1.8674 | 2.6668 | 1.1407 | 1.1062 | 1.5481 | 0.7223 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.4211 | 44.6809 | 52.0833 | 48.4211 | 44.6809 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.9892 | 3.3018 | 1.0494 | 1.1783 | 1.9167 | 0.6645 |
Largest Winning Trade | 313039 | 313039 | 70540 | 415298 | 415298 | 150635 |
Largest Losing Trade | -44621 | -37580 | -44621 | -121001 | -106008 | -121001 |
Avg Bars in Trades | 52 | 57 | 46 | 52 | 57 | 46 |
Avg Bars in Winners | 74 | 89 | 62 | 74 | 89 | 62 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 4971 | 2718 | 2253 | 4971 | 2718 | 2253 |
Profit Streak | 0 | 41.5161 | 0 | 0 | 41.5161 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320343 | 306325 | -391745 | -385278 | -75924 | -580419 |
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{ "first_band": { "type": "dema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 187, "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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