Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767985.3328 | 767767.9162 | 217.4166 | 505132.566 | 806249.7454 | -301117.1794 |
Total P&L (%) | 767.9853 | 767.7679 | 0.2174 | 505.1326 | 806.2497 | -301.1172 |
Avg Daily Profit (%) | 0.4142 | 0.4141 | 0.0001 | 0.0971 | 0.1189 | 0 |
Buy And Hold Return (%) | 118.8974 | 118.8974 | 118.8974 | 118.8974 | 118.8974 | 118.8974 |
Max Trade Drawdown | -112021 | -61371 | -112565 | -1105767 | -530446 | -602916 |
Profit Factor | 2.1379 | 3.7327 | 1.0006 | 1.132 | 1.4204 | 0.8423 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 54.8387 | 61.2903 | 48.3871 | 54.8387 | 61.2903 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.7606 | 2.3575 | 1.0673 | 0.9322 | 0.8971 | 0.8984 |
Largest Winning Trade | 248490 | 248490 | 79582 | 779425 | 779425 | 285233 |
Largest Losing Trade | -70053 | -41808 | -70053 | -383278 | -383278 | -348601 |
Avg Bars in Trades | 115 | 139 | 90 | 115 | 139 | 90 |
Avg Bars in Winners | 136 | 158 | 107 | 136 | 158 | 107 |
Avg Bars in Losers | 90 | 110 | 74 | 90 | 110 | 74 |
Bars Traded | 7151 | 4337 | 2814 | 7151 | 4337 | 2814 |
Profit Streak | 55.0144 | 55.0144 | 77.0144 | 55.0144 | 55.0144 | 77.0144 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142894 | 660848 | -578051 | -298341 | -32808 | -580480 |
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 164, "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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