Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985600.0657 | 787568.0624 | 198032.0033 | 32274608.7305 | 28210167.8223 | 4064440.9082 |
Total P&L (%) | 985.6001 | 787.5681 | 198.032 | 32274.6087 | 28210.1678 | 4064.4409 |
Avg Daily Profit (%) | 0.3942 | 0.315 | 0.0792 | 0.2314 | 0.2261 | 0.1493 |
Buy And Hold Return (%) | 806.7271 | 806.7271 | 806.7271 | 806.7271 | 806.7271 | 806.7271 |
Max Trade Drawdown | -78325 | -52999 | -84727 | -1321191 | -736358 | -1321191 |
Profit Factor | 3.8853 | 5.8763 | 2.0996 | 7.4588 | 16.0964 | 2.2992 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.8889 | 66.6667 | 61.1111 | 63.8889 | 66.6667 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.196 | 2.9381 | 1.3361 | 4.2158 | 8.0482 | 1.4631 |
Largest Winning Trade | 202695 | 202695 | 58142 | 12200313 | 12200313 | 2619488 |
Largest Losing Trade | -78325 | -42390 | -78325 | -1321191 | -381249 | -1321191 |
Avg Bars in Trades | 93 | 110 | 76 | 93 | 110 | 76 |
Avg Bars in Winners | 108 | 104 | 111 | 108 | 104 | 111 |
Avg Bars in Losers | 67 | 121 | 20 | 67 | 121 | 20 |
Bars Traded | 6733 | 3980 | 2753 | 6733 | 3980 | 2753 |
Profit Streak | 282.7886 | 512.4553 | 282.7886 | 282.7886 | 512.4553 | 282.7886 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160428 | -144790 | -247693 | -63472 | 731429 | 395520 |
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{ "first_band": { "type": "dema", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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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