Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670317.8226 | 624539.601 | 45778.2216 | 88447.8677 | 186426.9757 | -97979.108 |
Total P&L (%) | 670.3178 | 624.5396 | 45.7782 | 88.4479 | 186.427 | -97.9791 |
Avg Daily Profit (%) | 0.359 | 0.3345 | 0.0245 | 0.0339 | 0.0564 | -0.2088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174192 | -148665 | -75737 | -547370 | -621103 | -425366 |
Profit Factor | 1.9512 | 2.5172 | 1.1562 | 1.0412 | 1.1536 | 0.8949 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 49.4845 | 42.8571 | 56.25 | 49.4845 | 42.8571 | 56.25 |
Ratio Avg Win / Avg Loss | 1.9918 | 3.3562 | 0.8993 | 1.0629 | 1.5381 | 0.696 |
Largest Winning Trade | 356535 | 356535 | 44465 | 356535 | 356535 | 125947 |
Largest Losing Trade | -75737 | -54806 | -75737 | -386322 | -239145 | -386322 |
Avg Bars in Trades | 35 | 53 | 17 | 35 | 53 | 17 |
Avg Bars in Winners | 35 | 54 | 20 | 35 | 54 | 20 |
Avg Bars in Losers | 36 | 53 | 14 | 36 | 53 | 14 |
Bars Traded | 3486 | 2636 | 850 | 3486 | 2636 | 850 |
Profit Streak | 24.9571 | 25.9571 | 0 | 24.9571 | 25.9571 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493353 | 426465 | -211013 | -322132 | -170241 | -579601 |
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{ "first_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 62, "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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