Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507299.3497 | 449981.2176 | 57318.1321 | 226661.1172 | 102326.0806 | 124335.0366 |
Total P&L (%) | 507.2994 | 449.9812 | 57.3181 | 226.6611 | 102.3261 | 124.335 |
Avg Daily Profit (%) | 0.2162 | 0.1918 | 0.0244 | 0.0505 | 0.03 | 0.0344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127626 | -60799 | -144766 | -252573 | -246162 | -154914 |
Profit Factor | 1.9171 | 2.72 | 1.1966 | 1.1819 | 1.1493 | 1.2217 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.9697 | 45.4545 | 48.4848 | 46.9697 | 45.4545 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.1645 | 3.2639 | 1.2714 | 1.3344 | 1.3791 | 1.2981 |
Largest Winning Trade | 254235 | 254235 | 61970 | 212096 | 212096 | 152885 |
Largest Losing Trade | -61825 | -37511 | -61825 | -110511 | -98615 | -110511 |
Avg Bars in Trades | 68 | 74 | 62 | 68 | 74 | 62 |
Avg Bars in Winners | 97 | 109 | 85 | 97 | 109 | 85 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 4530 | 2468 | 2062 | 4530 | 2468 | 2062 |
Profit Streak | 0 | 0 | 26.4228 | 0 | 0 | 26.4228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118139 | 394121 | -165405 | -275954 | -210878 | -147354 |
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{ "first_band": { "type": "dema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 71, "offset": 0 } } }
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# | 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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