Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417219.7588 | 271229.4749 | 145990.2839 | 164133.9183 | -140994.552 | 305128.4703 |
Total P&L (%) | 417.2198 | 271.2295 | 145.9903 | 164.1339 | -140.9946 | 305.1285 |
Avg Daily Profit (%) | 0.2192 | 0.1425 | 0.0767 | 0.051 | 0 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112031 | -85241 | -80655 | -390195 | -449149 | -180839 |
Profit Factor | 1.4212 | 1.4643 | 1.3593 | 1.0622 | 0.9147 | 1.3096 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 116 | 66 | 50 | 116 | 66 | 50 |
Profitability (%) | 46.789 | 39.4495 | 54.1284 | 46.789 | 39.4495 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.6163 | 2.2475 | 1.1519 | 1.208 | 1.404 | 1.1098 |
Largest Winning Trade | 114203 | 114203 | 45242 | 164607 | 164607 | 149612 |
Largest Losing Trade | -38498 | -38021 | -38498 | -182524 | -182524 | -103821 |
Avg Bars in Trades | 33 | 43 | 24 | 33 | 43 | 24 |
Avg Bars in Winners | 44 | 65 | 29 | 44 | 65 | 29 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 7377 | 4722 | 2655 | 7377 | 4722 | 2655 |
Profit Streak | 0 | 0 | 43.2842 | 0 | 0 | 43.2842 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346080 | -4962 | -88549 | -276977 | -583478 | -93081 |
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{ "first_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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