Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686614.4241 | 728016.9623 | -41402.5381 | -19424.34 | 153846.8132 | -173271.1532 |
Total P&L (%) | 686.6144 | 728.017 | -41.4025 | -19.4243 | 153.8468 | -173.2712 |
Avg Daily Profit (%) | 0.3297 | 0.3496 | -0.0199 | -0.0104 | 0.0447 | 0 |
Buy And Hold Return (%) | 78.53 | 78.53 | 78.53 | 78.53 | 78.53 | 78.53 |
Max Trade Drawdown | -231877 | -151509 | -261094 | -852018 | -560900 | -337996 |
Profit Factor | 1.4651 | 1.9502 | 0.9417 | 0.9935 | 1.0913 | 0.8669 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 40.9091 | 38.843 | 42.9752 | 40.9091 | 38.843 | 42.9752 |
Ratio Avg Win / Avg Loss | 2.1162 | 3.0705 | 1.2496 | 1.435 | 1.7183 | 1.1503 |
Largest Winning Trade | 367205 | 367205 | 39545 | 498479 | 498479 | 83894 |
Largest Losing Trade | -37139 | -33347 | -37139 | -173612 | -128801 | -173612 |
Avg Bars in Trades | 101 | 110 | 91 | 101 | 110 | 91 |
Avg Bars in Winners | 140 | 155 | 127 | 140 | 155 | 127 |
Avg Bars in Losers | 74 | 82 | 65 | 74 | 82 | 65 |
Bars Traded | 24524 | 13410 | 11114 | 24524 | 13410 | 11114 |
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 | 326908 | 304149 | -582075 | -581380 | -263841 | -582075 |
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 104, "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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