Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1725400.7938 | 1732124.6206 | -6723.8268 | 735385.714 | 665540.0436 | 69845.6704 |
Total P&L (%) | 1725.4008 | 1732.1246 | -6.7238 | 735.3857 | 665.54 | 69.8457 |
Avg Daily Profit (%) | 0.7588 | 0.7617 | -0.003 | 0.0934 | 0.0895 | 0.0233 |
Buy And Hold Return (%) | 412.5743 | 412.5743 | 412.5743 | 412.5743 | 412.5743 | 412.5743 |
Max Trade Drawdown | -145082 | -145346 | -100747 | -1495496 | -1148782 | -635769 |
Profit Factor | 3.285 | 5.287 | 0.9808 | 1.1273 | 1.2087 | 1.027 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 29.7297 | 30.3571 | 29.0909 | 29.7297 | 30.3571 | 29.0909 |
Ratio Avg Win / Avg Loss | 7.7645 | 12.1291 | 2.3908 | 2.6645 | 2.7729 | 2.5033 |
Largest Winning Trade | 1455223 | 1455223 | 56546 | 1157413 | 1157413 | 720433 |
Largest Losing Trade | -31325 | -31325 | -26098 | -431688 | -431688 | -336014 |
Avg Bars in Trades | 39 | 43 | 34 | 39 | 43 | 34 |
Avg Bars in Winners | 86 | 87 | 86 | 86 | 87 | 86 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 4341 | 2441 | 1900 | 4341 | 2441 | 1900 |
Profit Streak | 0 | 0 | 33.3082 | 0 | 0 | 33.3082 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300924 | -169173 | -769576 | -164271 | -269795 | -708822 |
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{ "first_band": { "type": "dema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 8, "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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