Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522208.7833 | 532379.2882 | -10170.5049 | 138040.6646 | 898642.1871 | -760601.5226 |
Total P&L (%) | 522.2088 | 532.3793 | -10.1705 | 138.0407 | 898.6422 | -760.6015 |
Avg Daily Profit (%) | 0.3228 | 0.329 | -0.0063 | 0.0536 | 0.1423 | 0 |
Buy And Hold Return (%) | 25.0726 | 25.0726 | 25.0726 | 25.0726 | 25.0726 | 25.0726 |
Max Trade Drawdown | -213536 | -194988 | -118933 | -1354435 | -733027 | -1203785 |
Profit Factor | 1.5036 | 2.0786 | 0.9813 | 1.0282 | 1.4066 | 0.7168 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.9045 | 2.9694 | 1.1039 | 1.3024 | 2.0094 | 0.8064 |
Largest Winning Trade | 167884 | 167884 | 53233 | 790236 | 790236 | 297717 |
Largest Losing Trade | -55303 | -41579 | -55303 | -636174 | -259775 | -636174 |
Avg Bars in Trades | 93 | 94 | 92 | 93 | 94 | 92 |
Avg Bars in Winners | 144 | 151 | 137 | 144 | 151 | 137 |
Avg Bars in Losers | 52 | 54 | 51 | 52 | 54 | 51 |
Bars Traded | 18993 | 9601 | 9392 | 18993 | 9601 | 9392 |
Profit Streak | 499.3166 | 503.4 | 0 | 499.3166 | 503.4 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392057 | 358666 | -580537 | -312462 | -3902 | -582204 |
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{ "first_band": { "type": "dema", "factors": { "length": 30, "offset": 109 } }, "second_band": { "type": "jma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 30, "offset": 109 } }, "second_band": { "type": "jma", "factors": { "length": 144, "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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