Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709707.0886 | 634538.9923 | 75168.0963 | 4863609.1434 | 6541424.7334 | -1677815.59 |
Total P&L (%) | 709.7071 | 634.539 | 75.1681 | 4863.6091 | 6541.4247 | -1677.8156 |
Avg Daily Profit (%) | 0.2838 | 0.2538 | 0.0301 | 0.1563 | 0.168 | 0 |
Buy And Hold Return (%) | 837.4501 | 837.4501 | 837.4501 | 837.4501 | 837.4501 | 837.4501 |
Max Trade Drawdown | -53643 | -29777 | -72136 | -2219958 | -695955 | -3027222 |
Profit Factor | 2.898 | 5.6318 | 1.3173 | 1.618 | 3.848 | 0.6989 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 48.5981 | 51.8519 | 45.283 | 48.5981 | 51.8519 | 45.283 |
Ratio Avg Win / Avg Loss | 3.0652 | 5.2296 | 1.5917 | 1.7114 | 3.5731 | 0.8445 |
Largest Winning Trade | 257067 | 257067 | 53694 | 4344027 | 4344027 | 1286088 |
Largest Losing Trade | -36791 | -17320 | -36791 | -2219958 | -695955 | -2219958 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 96 | 87 | 107 | 96 | 87 | 107 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 7108 | 3602 | 3505 | 7108 | 3602 | 3505 |
Profit Streak | 0 | 0 | 68.2801 | 0 | 0 | 68.2801 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151750 | -328837 | -498530 | 348179 | -165101 | -762109 |
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{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 33, "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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