Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923746.2372 | 818561.4721 | 105184.7651 | 9181057.2182 | 13463127.7476 | -4282070.5294 |
Total P&L (%) | 923.7462 | 818.5615 | 105.1848 | 9181.0572 | 13463.1277 | -4282.0705 |
Avg Daily Profit (%) | 0.3695 | 0.3274 | 0.0421 | 0.1814 | 0.1966 | 0 |
Buy And Hold Return (%) | 734.0123 | 734.0123 | 734.0123 | 734.0123 | 734.0123 | 734.0123 |
Max Trade Drawdown | -111464 | -51441 | -94079 | -7132224 | -3066044 | -7958217 |
Profit Factor | 2.3892 | 3.7944 | 1.2827 | 1.3682 | 2.4589 | 0.7274 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 42.4581 | 37.0787 | 47.7778 | 42.4581 | 37.0787 | 47.7778 |
Ratio Avg Win / Avg Loss | 3.238 | 6.439 | 1.4021 | 1.8543 | 4.1728 | 0.795 |
Largest Winning Trade | 358292 | 358292 | 56326 | 10694288 | 10694288 | 2068635 |
Largest Losing Trade | -50084 | -19159 | -50084 | -4135441 | -1253469 | -4135441 |
Avg Bars in Trades | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Winners | 68 | 79 | 59 | 68 | 79 | 59 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 7344 | 3719 | 3625 | 7344 | 3719 | 3625 |
Profit Streak | 82.4578 | 91.7911 | 82.4578 | 82.4578 | 91.7911 | 82.4578 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72355 | -118686 | -303135 | 304445 | 284828 | -581397 |
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 22, "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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