Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638857.5514 | 598174.3111 | 40683.2403 | 609773.7524 | 5063042.7955 | -4453269.0431 |
Total P&L (%) | 638.8576 | 598.1743 | 40.6832 | 609.7738 | 5063.0428 | -4453.269 |
Avg Daily Profit (%) | 0.2555 | 0.2392 | 0.0163 | 0.0784 | 0.1578 | 0 |
Buy And Hold Return (%) | 838.6679 | 838.6679 | 838.6679 | 838.6679 | 838.6679 | 838.6679 |
Max Trade Drawdown | -95873 | -71883 | -113011 | -5019247 | -937188 | -5571746 |
Profit Factor | 2.1983 | 4.049 | 1.1207 | 1.0676 | 3.5194 | 0.365 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 53.012 | 53.6585 | 52.381 | 53.012 | 53.6585 | 52.381 |
Ratio Avg Win / Avg Loss | 1.9485 | 3.4968 | 1.0189 | 0.9463 | 3.0395 | 0.3318 |
Largest Winning Trade | 172742 | 172742 | 55051 | 3552826 | 3552826 | 392427 |
Largest Losing Trade | -88658 | -49448 | -88658 | -4973345 | -417430 | -4973345 |
Avg Bars in Trades | 84 | 97 | 71 | 84 | 97 | 71 |
Avg Bars in Winners | 105 | 94 | 116 | 105 | 94 | 116 |
Avg Bars in Losers | 61 | 101 | 23 | 61 | 101 | 23 |
Bars Traded | 7034 | 4013 | 3021 | 7034 | 4013 | 3021 |
Profit Streak | 63.6939 | 0 | 65.3605 | 63.6939 | 0 | 65.3605 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153410 | -149797 | -423690 | -401815 | 513167 | -579867 |
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 196, "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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