Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933855.1485 | 855463.1145 | 78392.034 | 4381442.4572 | 2762189.7168 | 1619252.7404 |
Total P&L (%) | 933.8551 | 855.4631 | 78.392 | 4381.4425 | 2762.1897 | 1619.2527 |
Avg Daily Profit (%) | 0.5129 | 0.4699 | 0.0431 | 0.2091 | 0.1844 | 0.1564 |
Buy And Hold Return (%) | 589.1923 | 589.1923 | 589.1923 | 589.1923 | 589.1923 | 589.1923 |
Max Trade Drawdown | -175171 | -82120 | -126752 | -3311693 | -3085516 | -1362418 |
Profit Factor | 2.5579 | 4.0452 | 1.2461 | 1.389 | 1.4661 | 1.3034 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 53.1915 | 46.8085 | 59.5745 | 53.1915 | 46.8085 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.251 | 4.5968 | 0.8456 | 1.2223 | 1.6661 | 0.8844 |
Largest Winning Trade | 349687 | 349687 | 70142 | 1922357 | 1922357 | 1194687 |
Largest Losing Trade | -55114 | -37875 | -55114 | -1885137 | -1885137 | -888739 |
Avg Bars in Trades | 111 | 132 | 90 | 111 | 132 | 90 |
Avg Bars in Winners | 135 | 160 | 115 | 135 | 160 | 115 |
Avg Bars in Losers | 85 | 108 | 54 | 85 | 108 | 54 |
Bars Traded | 10523 | 6247 | 4276 | 10523 | 6247 | 4276 |
Profit Streak | 0 | 83.8966 | 0 | 0 | 83.8966 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237520 | -7534 | -301764 | 338670 | 313526 | 147241 |
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "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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