Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502984.0512 | 489318.7237 | 13665.3276 | 67041.6553 | 266751.3381 | -199709.6828 |
Total P&L (%) | 502.9841 | 489.3187 | 13.6653 | 67.0417 | 266.7513 | -199.7097 |
Avg Daily Profit (%) | 0.2545 | 0.2475 | 0.0069 | 0.026 | 0.0658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159824 | -116860 | -119379 | -1130530 | -875924 | -609409 |
Profit Factor | 1.594 | 2.0222 | 1.0371 | 1.0205 | 1.1452 | 0.8606 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 41.958 | 36.1111 | 47.8873 | 41.958 | 36.1111 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.205 | 3.5777 | 1.1286 | 1.4117 | 2.0261 | 0.9365 |
Largest Winning Trade | 231161 | 231161 | 83273 | 521508 | 521508 | 507661 |
Largest Losing Trade | -51356 | -40957 | -51356 | -257542 | -191053 | -257542 |
Avg Bars in Trades | 53 | 63 | 43 | 53 | 63 | 43 |
Avg Bars in Winners | 82 | 105 | 64 | 82 | 105 | 64 |
Avg Bars in Losers | 32 | 39 | 24 | 32 | 39 | 24 |
Bars Traded | 7649 | 4549 | 3100 | 7649 | 4549 | 3100 |
Profit Streak | 0 | 0 | 553.5324 | 0 | 0 | 553.5324 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314847 | -72988 | -502218 | -359112 | -249675 | -667973 |
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 21, "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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