Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1956973.5543 | 2021167.5284 | -64193.9741 | 24398.3664 | 1237317.6984 | -1212919.3319 |
Total P&L (%) | 1956.9736 | 2021.1675 | -64.194 | 24.3984 | 1237.3177 | -1212.9193 |
Avg Daily Profit (%) | 0.8677 | 0.8962 | -0.0285 | 0.0097 | 0.1151 | 0 |
Buy And Hold Return (%) | 366.5335 | 366.5335 | 366.5335 | 366.5335 | 366.5335 | 366.5335 |
Max Trade Drawdown | -196118 | -144203 | -119760 | -1644388 | -606799 | -1502837 |
Profit Factor | 3.3598 | 5.6831 | 0.8386 | 1.0069 | 1.983 | 0.4665 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 37.037 | 41.4634 | 32.5 | 37.037 | 41.4634 | 32.5 |
Ratio Avg Win / Avg Loss | 5.7117 | 8.0232 | 1.7417 | 1.7117 | 2.7996 | 0.9688 |
Largest Winning Trade | 1783062 | 1783062 | 60811 | 1613867 | 1613867 | 503916 |
Largest Losing Trade | -81971 | -38160 | -81971 | -1400630 | -460649 | -1400630 |
Avg Bars in Trades | 106 | 115 | 97 | 106 | 115 | 97 |
Avg Bars in Winners | 202 | 191 | 216 | 202 | 191 | 216 |
Avg Bars in Losers | 50 | 62 | 40 | 50 | 62 | 40 |
Bars Traded | 8656 | 4740 | 3916 | 8656 | 4740 | 3916 |
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 | -2776 | 621749 | -584777 | -578812 | -41279 | -587555 |
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 66, "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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