Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349358.7027 | 195889.8106 | 153468.8921 | 434810.5783 | 131537.7729 | 303272.8054 |
Total P&L (%) | 349.3587 | 195.8898 | 153.4689 | 434.8106 | 131.5378 | 303.2728 |
Avg Daily Profit (%) | 0.3374 | 0.1892 | 0.1482 | 0.1621 | 0.0811 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101377 | -106932 | -73181 | -124552 | -161034 | -91782 |
Profit Factor | 1.4443 | 1.3878 | 1.5459 | 1.4138 | 1.1834 | 1.9091 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 108 | 61 | 47 | 108 | 61 | 47 |
Profitability (%) | 53.2468 | 47.4138 | 59.1304 | 53.2468 | 47.4138 | 59.1304 |
Ratio Avg Win / Avg Loss | 1.2682 | 1.5392 | 1.0685 | 1.2414 | 1.3125 | 1.3195 |
Largest Winning Trade | 85473 | 85473 | 18452 | 145427 | 145427 | 62712 |
Largest Losing Trade | -36130 | -36130 | -24188 | -82641 | -82641 | -34097 |
Avg Bars in Trades | 106 | 139 | 72 | 106 | 139 | 72 |
Avg Bars in Winners | 111 | 152 | 77 | 111 | 152 | 77 |
Avg Bars in Losers | 100 | 128 | 63 | 100 | 128 | 63 |
Bars Traded | 24525 | 16234 | 8290 | 24525 | 16234 | 8290 |
Profit Streak | 0 | 0 | 26.9194 | 0 | 0 | 26.9194 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410078 | 288309 | 316983 | 349422 | -104641 | -8206 |
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{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 169, "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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