Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137063.7066 | 58524.0877 | 78539.6189 | 181510.8514 | 113426.9233 | 68083.9281 |
Total P&L (%) | 137.0637 | 58.5241 | 78.5396 | 181.5109 | 113.4269 | 68.0839 |
Avg Daily Profit (%) | 0.5263 | 0.2247 | 0.3016 | 0.3982 | 0.2915 | 0.1996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55132 | -62902 | -27290 | -137898 | -63560 | -77263 |
Profit Factor | 1.3686 | 1.3017 | 1.4416 | 1.341 | 1.4399 | 1.248 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Profitability (%) | 41.6667 | 42.5926 | 40.7407 | 41.6667 | 42.5926 | 40.7407 |
Ratio Avg Win / Avg Loss | 1.9161 | 1.7545 | 2.0968 | 1.8774 | 1.9407 | 1.8153 |
Largest Winning Trade | 23109 | 23109 | 21310 | 43345 | 43345 | 27818 |
Largest Losing Trade | -14224 | -11595 | -14224 | -45917 | -19064 | -45917 |
Avg Bars in Trades | 113 | 120 | 106 | 113 | 120 | 106 |
Avg Bars in Winners | 172 | 178 | 165 | 172 | 178 | 165 |
Avg Bars in Losers | 71 | 77 | 66 | 71 | 77 | 66 |
Bars Traded | 24531 | 13012 | 11519 | 24531 | 13012 | 11519 |
Profit Streak | 5.4015 | 0 | 14.1203 | 5.4015 | 0 | 14.1203 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332180 | 134278 | 244137 | 286683 | 212778 | 165579 |
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 88, "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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