Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261814.9942 | 201457.9547 | 60357.0396 | 517807.9351 | 326330.2121 | 191477.723 |
Total P&L (%) | 261.815 | 201.458 | 60.357 | 517.8079 | 326.3302 | 191.4777 |
Avg Daily Profit (%) | 0.5027 | 0.3868 | 0.1159 | 0.3502 | 0.2788 | 0.2056 |
Buy And Hold Return (%) | 76.871 | 76.871 | 76.871 | 76.871 | 76.871 | 76.871 |
Max Trade Drawdown | -59084 | -59660 | -46087 | -429079 | -427365 | -329483 |
Profit Factor | 1.4577 | 1.7477 | 1.1995 | 1.178 | 1.2224 | 1.1328 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 150 | 72 | 78 | 150 | 72 | 78 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 50.1672 | 48 | 52.349 | 50.1672 | 48 | 52.349 |
Ratio Avg Win / Avg Loss | 1.448 | 1.8933 | 1.0918 | 1.1701 | 1.3243 | 1.0311 |
Largest Winning Trade | 83444 | 83444 | 16831 | 228612 | 228612 | 113537 |
Largest Losing Trade | -16299 | -14618 | -16299 | -97757 | -97757 | -62193 |
Avg Bars in Trades | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Winners | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Losers | 75 | 80 | 69 | 75 | 80 | 69 |
Bars Traded | 24637 | 12633 | 12004 | 24637 | 12633 | 12004 |
Profit Streak | 5.3664 | 15.6164 | 0 | 5.3664 | 15.6164 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368330 | 344038 | -205578 | -13866 | 229464 | -70842 |
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{ "first_band": { "type": "dema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 147, "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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