Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876804.3474 | 686776.3214 | 190028.0261 | 1819388.0197 | 2231342.3281 | -411954.3085 |
Total P&L (%) | 876.8043 | 686.7763 | 190.028 | 1819.388 | 2231.3423 | -411.9543 |
Avg Daily Profit (%) | 0.5486 | 0.4297 | 0.1189 | 0.185 | 0.1972 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145899 | -119342 | -78644 | -11374429 | -5518796 | -7025216 |
Profit Factor | 2.4295 | 3.0263 | 1.6924 | 1.1083 | 1.2951 | 0.9554 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 43 | 28 | 15 | 43 | 28 | 15 |
Profitability (%) | 52.7473 | 39.1304 | 66.6667 | 52.7473 | 39.1304 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1764 | 4.7076 | 0.8462 | 0.9929 | 2.0146 | 0.4777 |
Largest Winning Trade | 361501 | 361501 | 53881 | 4311770 | 3916617 | 4311770 |
Largest Losing Trade | -47664 | -31917 | -47664 | -5641270 | -2442503 | -5641270 |
Avg Bars in Trades | 102 | 121 | 84 | 102 | 121 | 84 |
Avg Bars in Winners | 99 | 124 | 84 | 99 | 124 | 84 |
Avg Bars in Losers | 106 | 119 | 83 | 106 | 119 | 83 |
Bars Traded | 9359 | 5577 | 3782 | 9359 | 5577 | 3782 |
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 | 584836 | 418629 | -31612 | -94518 | 180919 | -578551 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 170, "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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