Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699805.0195 | 649772.8643 | 50032.1552 | 227354.8365 | 292193.1035 | -64838.2671 |
Total P&L (%) | 699.805 | 649.7729 | 50.0322 | 227.3548 | 292.1931 | -64.8383 |
Avg Daily Profit (%) | 0.3727 | 0.3461 | 0.0266 | 0.0632 | 0.0728 | -0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114389 | -130995 | -69401 | -775756 | -635037 | -430772 |
Profit Factor | 2.0882 | 2.8557 | 1.1708 | 1.0863 | 1.2076 | 0.9472 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 41.2214 | 37.8788 | 44.6154 | 41.2214 | 37.8788 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.9776 | 4.6833 | 1.4534 | 1.5489 | 1.9805 | 1.1759 |
Largest Winning Trade | 546057 | 546057 | 62029 | 471238 | 471238 | 198758 |
Largest Losing Trade | -47462 | -32948 | -47462 | -334486 | -224576 | -334486 |
Avg Bars in Trades | 54 | 66 | 43 | 54 | 66 | 43 |
Avg Bars in Winners | 76 | 82 | 71 | 76 | 82 | 71 |
Avg Bars in Losers | 39 | 56 | 21 | 39 | 56 | 21 |
Bars Traded | 7203 | 4359 | 2844 | 7203 | 4359 | 2844 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375040 | -114434 | -325307 | -236157 | -224262 | -713163 |
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 40, "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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