Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453987.6079 | 366948.8091 | 87038.7987 | 15776.1626 | 4332483.0738 | -4316706.9112 |
Total P&L (%) | 453.9876 | 366.9488 | 87.0388 | 15.7762 | 4332.4831 | -4316.7069 |
Avg Daily Profit (%) | 0.317 | 0.2562 | 0.0608 | 0.0102 | 0.2651 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169224 | -48204 | -135885 | -8744733 | -1002681 | -7767784 |
Profit Factor | 1.9929 | 3.376 | 1.2875 | 1.0013 | 3.3601 | 0.5635 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64.4737 | 60.5263 | 68.4211 | 64.4737 | 60.5263 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.0981 | 2.2018 | 0.5942 | 0.5518 | 2.1914 | 0.2601 |
Largest Winning Trade | 86908 | 86908 | 63405 | 1518256 | 1435025 | 1518256 |
Largest Losing Trade | -97087 | -19246 | -97087 | -6199817 | -522577 | -6199817 |
Avg Bars in Trades | 33 | 38 | 28 | 33 | 38 | 28 |
Avg Bars in Winners | 25 | 30 | 22 | 25 | 30 | 22 |
Avg Bars in Losers | 47 | 51 | 42 | 47 | 51 | 42 |
Bars Traded | 2536 | 1457 | 1079 | 2536 | 1457 | 1079 |
Profit Streak | 22.2684 | 0 | 64.2684 | 22.2684 | 0 | 64.2684 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39778 | 573664 | -109773 | -460659 | 590290 | -577126 |
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{ "first_band": { "type": "dema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 16, "offset": 46 } } }
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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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