Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242527.547 | 181871.5802 | 60655.9668 | -38153.809 | 82375.8049 | -120529.6139 |
Total P&L (%) | 242.5275 | 181.8716 | 60.656 | -38.1538 | 82.3758 | -120.5296 |
Avg Daily Profit (%) | 0.1706 | 0.1279 | 0.0427 | -0.0338 | 0.0423 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156951 | -71928 | -164713 | -537027 | -278987 | -412669 |
Profit Factor | 1.247 | 1.3632 | 1.126 | 0.979 | 1.093 | 0.8702 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 64.2512 | 63.4615 | 65.0485 | 64.2512 | 63.4615 | 65.0485 |
Ratio Avg Win / Avg Loss | 0.6938 | 0.7849 | 0.605 | 0.5447 | 0.6293 | 0.4676 |
Largest Winning Trade | 83525 | 83525 | 33003 | 82812 | 82812 | 71763 |
Largest Losing Trade | -80443 | -49546 | -80443 | -212218 | -131350 | -212218 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Losers | 16 | 19 | 14 | 16 | 19 | 14 |
Bars Traded | 2809 | 1457 | 1352 | 2809 | 1457 | 1352 |
Profit Streak | 0 | 0 | 15.2953 | 0 | 0 | 15.2953 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312164 | -21726 | -217576 | -577569 | -254558 | -578245 |
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{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 27, "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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