Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790282.9022 | 549282.6958 | 241000.2064 | 2935976.4455 | 83550.7277 | 2852425.7178 |
Total P&L (%) | 790.2829 | 549.2827 | 241.0002 | 2935.9764 | 83.5507 | 2852.4257 |
Avg Daily Profit (%) | 0.5329 | 0.3704 | 0.1625 | 0.2304 | 0.041 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85284 | -101652 | -42308 | -2036593 | -2235298 | -694467 |
Profit Factor | 2.4532 | 2.5332 | 2.2989 | 1.397 | 1.0146 | 2.7174 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 55.1282 | 43.5897 | 66.6667 | 55.1282 | 43.5897 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.9968 | 3.2782 | 1.1494 | 1.1371 | 1.313 | 1.3587 |
Largest Winning Trade | 230194 | 230194 | 55174 | 1267147 | 1267147 | 715175 |
Largest Losing Trade | -40027 | -40027 | -34840 | -1244815 | -1244815 | -284189 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 40 | 46 | 37 | 40 | 46 | 37 |
Avg Bars in Losers | 31 | 38 | 21 | 31 | 38 | 21 |
Bars Traded | 2874 | 1622 | 1252 | 2874 | 1622 | 1252 |
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 | -22554 | 426632 | 458914 | -29138 | -345166 | 523307 |
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 25, "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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