Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1360180.6846 | 1296726.0244 | 63454.6602 | 3586159.1504 | 4137919.4326 | -551760.2822 |
Total P&L (%) | 1360.1807 | 1296.726 | 63.4547 | 3586.1592 | 4137.9194 | -551.7603 |
Avg Daily Profit (%) | 0.7478 | 0.7129 | 0.0349 | 0.1985 | 0.2062 | 0 |
Buy And Hold Return (%) | 681.1802 | 681.1802 | 681.1802 | 681.1802 | 681.1802 | 681.1802 |
Max Trade Drawdown | -101132 | -75807 | -52537 | -3818763 | -2577302 | -1663006 |
Profit Factor | 3.8022 | 5.9823 | 1.2819 | 1.2839 | 1.6431 | 0.911 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.9288 | 9.472 | 1.3673 | 1.6643 | 2.6015 | 0.9717 |
Largest Winning Trade | 665289 | 665289 | 67028 | 5197896 | 5197896 | 1731454 |
Largest Losing Trade | -35834 | -35834 | -30570 | -1271313 | -1271313 | -977567 |
Avg Bars in Trades | 112 | 119 | 106 | 112 | 119 | 106 |
Avg Bars in Winners | 181 | 211 | 158 | 181 | 211 | 158 |
Avg Bars in Losers | 59 | 61 | 57 | 59 | 61 | 57 |
Bars Traded | 7002 | 3709 | 3293 | 7002 | 3709 | 3293 |
Profit Streak | 0 | 158.3484 | 0 | 0 | 158.3484 | 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 | -148560 | 371792 | -312766 | -153321 | 270261 | -581445 |
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{ "first_band": { "type": "dema", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 72, "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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