Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655499.985 | 605419.5785 | 50080.4065 | 746782.6451 | 6035010.6397 | -5288227.9946 |
Total P&L (%) | 655.5 | 605.4196 | 50.0804 | 746.7826 | 6035.0106 | -5288.228 |
Avg Daily Profit (%) | 0.2622 | 0.2421 | 0.02 | 0.0855 | 0.1648 | 0 |
Buy And Hold Return (%) | 826.6574 | 826.6574 | 826.6574 | 826.6574 | 826.6574 | 826.6574 |
Max Trade Drawdown | -95873 | -79479 | -110630 | -5959101 | -1037522 | -6531063 |
Profit Factor | 2.2555 | 4.0452 | 1.1549 | 1.0713 | 3.6087 | 0.3518 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.8313 | 58.5366 | 57.1429 | 57.8313 | 58.5366 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6446 | 2.8654 | 0.8662 | 0.7812 | 2.5562 | 0.2638 |
Largest Winning Trade | 169454 | 169454 | 55051 | 4188298 | 4188298 | 449318 |
Largest Losing Trade | -88658 | -49609 | -88658 | -5904604 | -468823 | -5904604 |
Avg Bars in Trades | 84 | 98 | 71 | 84 | 98 | 71 |
Avg Bars in Winners | 106 | 101 | 112 | 106 | 101 | 112 |
Avg Bars in Losers | 54 | 93 | 17 | 54 | 93 | 17 |
Bars Traded | 7031 | 4024 | 3007 | 7031 | 4024 | 3007 |
Profit Streak | 57.9239 | 0 | 59.5906 | 57.9239 | 0 | 59.5906 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152616 | -149142 | -382145 | -387648 | 563533 | -579248 |
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "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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