Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318576.8005 | 394993.2082 | -76416.4076 | 22371.6342 | 1621407.3253 | -1599035.6912 |
Total P&L (%) | 318.5768 | 394.9932 | -76.4164 | 22.3716 | 1621.4073 | -1599.0357 |
Avg Daily Profit (%) | 0.177 | 0.2194 | -0.0425 | 0.0112 | 0.1582 | 0 |
Buy And Hold Return (%) | 164.6193 | 164.6193 | 164.6193 | 164.6193 | 164.6193 | 164.6193 |
Max Trade Drawdown | -244065 | -145564 | -183054 | -2218808 | -1396921 | -1905039 |
Profit Factor | 1.5085 | 2.5418 | 0.7936 | 1.0044 | 1.7769 | 0.4674 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 40.3226 | 45.1613 | 35.4839 | 40.3226 | 45.1613 | 35.4839 |
Ratio Avg Win / Avg Loss | 2.2326 | 3.0865 | 1.443 | 1.4865 | 2.1576 | 0.8498 |
Largest Winning Trade | 123908 | 123908 | 74649 | 1017254 | 1017254 | 527252 |
Largest Losing Trade | -38205 | -28683 | -38205 | -516114 | -407618 | -516114 |
Avg Bars in Trades | 55 | 46 | 64 | 55 | 46 | 64 |
Avg Bars in Winners | 84 | 65 | 109 | 84 | 65 | 109 |
Avg Bars in Losers | 35 | 30 | 40 | 35 | 30 | 40 |
Bars Traded | 3448 | 1437 | 2011 | 3448 | 1437 | 2011 |
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 | -159968 | 233473 | -584796 | -721860 | 328629 | -586463 |
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{ "first_band": { "type": "jma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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