Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344283.7252 | 270151.0398 | 74132.6854 | -15212.0803 | 551985.7368 | -567197.8171 |
Total P&L (%) | 344.2837 | 270.151 | 74.1327 | -15.2121 | 551.9857 | -567.1978 |
Avg Daily Profit (%) | 0.1583 | 0.1242 | 0.0341 | -0.0076 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273453 | -212123 | -110224 | -787405 | -327708 | -705814 |
Profit Factor | 1.4845 | 1.7365 | 1.2156 | 0.9916 | 1.9846 | 0.5473 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 63.2184 | 56.8182 | 69.7674 | 63.2184 | 56.8182 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.8637 | 1.3198 | 0.5268 | 0.5769 | 1.5083 | 0.2371 |
Largest Winning Trade | 176722 | 176722 | 42367 | 179518 | 179518 | 150602 |
Largest Losing Trade | -69338 | -51980 | -69338 | -419374 | -104335 | -419374 |
Avg Bars in Trades | 71 | 93 | 49 | 71 | 93 | 49 |
Avg Bars in Winners | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Losers | 103 | 142 | 46 | 103 | 142 | 46 |
Bars Traded | 6238 | 4094 | 2144 | 6238 | 4094 | 2144 |
Profit Streak | 0 | 0 | 195.643 | 0 | 0 | 195.643 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325182 | -24074 | -145870 | -578554 | -72694 | -577189 |
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{ "first_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 244, "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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