Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82488.6588 | 38304.3684 | 44184.2905 | 107466.5176 | 38797.0341 | 68669.4835 |
Total P&L (%) | 82.4887 | 38.3044 | 44.1843 | 107.4665 | 38.797 | 68.6695 |
Avg Daily Profit (%) | 0.1797 | 0.0834 | 0.0962 | 0.1591 | 0.0714 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21304 | -11925 | -21304 | -29957 | -23960 | -29957 |
Profit Factor | 1.6408 | 1.6872 | 1.6054 | 1.6033 | 1.4634 | 1.7273 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 175 | 86 | 89 | 175 | 86 | 89 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 77.4336 | 76.1062 | 78.7611 | 77.4336 | 76.1062 | 78.7611 |
Ratio Avg Win / Avg Loss | 0.4782 | 0.5297 | 0.4329 | 0.4672 | 0.4594 | 0.4658 |
Largest Winning Trade | 14168 | 4503 | 14168 | 27796 | 7255 | 27796 |
Largest Losing Trade | -21304 | -10697 | -21304 | -29957 | -23960 | -29957 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Losers | 124 | 100 | 152 | 124 | 100 | 152 |
Bars Traded | 10461 | 4569 | 5892 | 10461 | 4569 | 5892 |
Profit Streak | 602.5452 | 0 | 612.3369 | 602.5452 | 0 | 612.3369 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444029 | -80589 | -62123 | 435088 | -97825 | -36535 |
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{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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