Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903746.7177 | 761438.4759 | 142308.2418 | 10575373.8182 | 11049957.9153 | -474584.0971 |
Total P&L (%) | 903.7467 | 761.4385 | 142.3082 | 10575.3738 | 11049.9579 | -474.5841 |
Avg Daily Profit (%) | 0.3614 | 0.3045 | 0.0569 | 0.187 | 0.1887 | 0 |
Buy And Hold Return (%) | 938.2575 | 938.2575 | 938.2575 | 938.2575 | 938.2575 | 938.2575 |
Max Trade Drawdown | -102171 | -54447 | -67381 | -4185277 | -1934847 | -3790026 |
Profit Factor | 3.2858 | 4.3966 | 1.8313 | 2.0037 | 3.2251 | 0.9148 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 61.3333 | 64.8649 | 57.8947 | 61.3333 | 64.8649 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.0715 | 2.3815 | 1.3318 | 1.2632 | 1.7469 | 0.6653 |
Largest Winning Trade | 343415 | 343415 | 45633 | 7474256 | 7474256 | 838020 |
Largest Losing Trade | -61188 | -54447 | -61188 | -3312038 | -1934847 | -3312038 |
Avg Bars in Trades | 61 | 80 | 41 | 61 | 80 | 41 |
Avg Bars in Winners | 68 | 80 | 55 | 68 | 80 | 55 |
Avg Bars in Losers | 49 | 82 | 22 | 49 | 82 | 22 |
Bars Traded | 4581 | 2989 | 1592 | 4581 | 2989 | 1592 |
Profit Streak | 101.9538 | 165.4538 | 101.9538 | 101.9538 | 165.4538 | 101.9538 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208651 | -146595 | -278740 | -47949 | 612165 | -579181 |
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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