Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175772.0134 | 82649.0579 | 93122.9554 | 285564.1651 | 145555.4252 | 140008.7399 |
Total P&L (%) | 175.772 | 82.6491 | 93.123 | 285.5642 | 145.5554 | 140.0087 |
Avg Daily Profit (%) | 0.675 | 0.3174 | 0.3576 | 0.5196 | 0.3456 | 0.3368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67984 | -43841 | -38440 | -134999 | -108825 | -69452 |
Profit Factor | 1.331 | 1.3174 | 1.3441 | 1.2281 | 1.231 | 1.2252 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Losing Trades | 239 | 118 | 121 | 239 | 118 | 121 |
Profitability (%) | 38.4021 | 39.1753 | 37.6289 | 38.4021 | 39.1753 | 37.6289 |
Ratio Avg Win / Avg Loss | 2.135 | 2.0454 | 2.2279 | 1.9699 | 1.9113 | 2.0308 |
Largest Winning Trade | 24011 | 21864 | 24011 | 64367 | 64367 | 46910 |
Largest Losing Trade | -8352 | -6917 | -8352 | -37640 | -18241 | -37640 |
Avg Bars in Trades | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Winners | 112 | 114 | 111 | 112 | 114 | 111 |
Avg Bars in Losers | 32 | 33 | 32 | 32 | 33 | 32 |
Bars Traded | 24647 | 12644 | 12003 | 24647 | 12644 | 12003 |
Profit Streak | 0 | 0 | 2.8364 | 0 | 0 | 2.8364 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330745 | 172093 | 121837 | 260300 | 161766 | 89270 |
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{ "first_band": { "type": "jma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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