Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346981.396 | 181252.536 | 165728.86 | 337599.9628 | -9553.7645 | 347153.7273 |
Total P&L (%) | 346.9814 | 181.2525 | 165.7289 | 337.6 | -9.5538 | 347.1537 |
Avg Daily Profit (%) | 0.1791 | 0.0936 | 0.0856 | 0.0762 | -0.0052 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110496 | -69194 | -85212 | -761567 | -302114 | -528523 |
Profit Factor | 1.6426 | 1.6073 | 1.6863 | 1.1477 | 0.9927 | 1.3535 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 61.2903 | 55.3191 | 67.3913 | 61.2903 | 55.3191 | 67.3913 |
Ratio Avg Win / Avg Loss | 1.0374 | 1.2982 | 0.8159 | 0.7248 | 0.8018 | 0.6549 |
Largest Winning Trade | 115766 | 115766 | 42069 | 228087 | 228087 | 130828 |
Largest Losing Trade | -43667 | -37743 | -43667 | -316337 | -147859 | -316337 |
Avg Bars in Trades | 40 | 50 | 30 | 40 | 50 | 30 |
Avg Bars in Winners | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Losers | 47 | 54 | 38 | 47 | 54 | 38 |
Bars Traded | 3770 | 2355 | 1415 | 3770 | 2355 | 1415 |
Profit Streak | 30.9596 | 30.9596 | 77.4596 | 30.9596 | 30.9596 | 77.4596 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455578 | -64338 | -74610 | -147717 | -579007 | -87228 |
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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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