Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649482.7903 | 1453084.9263 | 196397.864 | 45714940.7489 | 6329692.5757 | 39385248.1732 |
Total P&L (%) | 1649.4828 | 1453.0849 | 196.3979 | 45714.9407 | 6329.6926 | 39385.2482 |
Avg Daily Profit (%) | 0.8834 | 0.7782 | 0.1052 | 0.3287 | 0.2232 | 0.3207 |
Buy And Hold Return (%) | 504.184 | 504.184 | 504.184 | 504.184 | 504.184 | 504.184 |
Max Trade Drawdown | -80803 | -83114 | -55380 | -26340361 | -20753191 | -11724682 |
Profit Factor | 3.8661 | 5.3035 | 1.8257 | 1.4089 | 1.0826 | 2.1203 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 38.7387 | 30.3571 | 47.2727 | 38.7387 | 30.3571 | 47.2727 |
Ratio Avg Win / Avg Loss | 6.1138 | 12.1668 | 2.0363 | 2.228 | 2.4836 | 2.3649 |
Largest Winning Trade | 623334 | 623334 | 64263 | 26273261 | 26273261 | 23814032 |
Largest Losing Trade | -32105 | -32105 | -25141 | -7431872 | -7431872 | -4563135 |
Avg Bars in Trades | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Winners | 108 | 129 | 95 | 108 | 129 | 95 |
Avg Bars in Losers | 37 | 41 | 32 | 37 | 41 | 32 |
Bars Traded | 7247 | 3833 | 3413 | 7247 | 3833 | 3413 |
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 | 476914 | -170190 | -395996 | 248890 | -308307 | -168014 |
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{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 31, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 31, "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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