Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838609.7718 | 676276.8728 | 162332.899 | 19445559.7949 | 18301740.1717 | 1143819.6232 |
Total P&L (%) | 838.6098 | 676.2769 | 162.3329 | 19445.5598 | 18301.7402 | 1143.8196 |
Avg Daily Profit (%) | 0.3354 | 0.2705 | 0.0649 | 0.2112 | 0.2088 | 0.1009 |
Buy And Hold Return (%) | 757.9094 | 757.9094 | 757.9094 | 757.9094 | 757.9094 | 757.9094 |
Max Trade Drawdown | -91765 | -65784 | -39901 | -3100592 | -1754444 | -4142716 |
Profit Factor | 2.8853 | 3.7672 | 1.81 | 2.5903 | 4.3626 | 1.1686 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Losing Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Profitability (%) | 58 | 64 | 52 | 58 | 64 | 52 |
Ratio Avg Win / Avg Loss | 2.0894 | 2.1191 | 1.6707 | 1.8758 | 2.454 | 1.0787 |
Largest Winning Trade | 175466 | 175466 | 50314 | 7285822 | 7285822 | 2977153 |
Largest Losing Trade | -43368 | -43368 | -39168 | -2197510 | -1127039 | -2197510 |
Avg Bars in Trades | 68 | 88 | 49 | 68 | 88 | 49 |
Avg Bars in Winners | 83 | 86 | 79 | 83 | 86 | 79 |
Avg Bars in Losers | 49 | 91 | 17 | 49 | 91 | 17 |
Bars Traded | 6893 | 4417 | 2476 | 6893 | 4417 | 2476 |
Profit Streak | 67.6051 | 142.2717 | 67.6051 | 67.6051 | 142.2717 | 67.6051 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115262 | -327136 | -447821 | 567278 | -161448 | -282373 |
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{ "first_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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