Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14344567.3718 | 14303213.0484 | 41354.3234 | 19847688.2789 | 16076524.7468 | 3771163.5321 |
Total P&L (%) | 14344.5674 | 14303.213 | 41.3543 | 19847.6883 | 16076.5247 | 3771.1635 |
Avg Daily Profit (%) | 6.3542 | 6.3359 | 0.0183 | 0.2349 | 0.2256 | 0.1621 |
Buy And Hold Return (%) | 9142.4127 | 9142.4127 | 9142.4127 | 9142.4127 | 9142.4127 | 9142.4127 |
Max Trade Drawdown | -132531 | -93510 | -95145 | -15652462 | -11905144 | -12596465 |
Profit Factor | 31.3564 | 50.6694 | 1.2241 | 1.4099 | 1.5213 | 1.2145 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 50 | 51.4286 | 48.5714 | 50 | 51.4286 | 48.5714 |
Ratio Avg Win / Avg Loss | 31.3564 | 47.8545 | 1.2961 | 1.4099 | 1.4368 | 1.2859 |
Largest Winning Trade | 14121980 | 14121980 | 44534 | 13508665 | 13508665 | 6005519 |
Largest Losing Trade | -40958 | -31370 | -40958 | -6360941 | -4067443 | -6360941 |
Avg Bars in Trades | 61 | 85 | 36 | 61 | 85 | 36 |
Avg Bars in Winners | 80 | 113 | 46 | 80 | 113 | 46 |
Avg Bars in Losers | 41 | 56 | 28 | 41 | 56 | 28 |
Bars Traded | 4293 | 2999 | 1293 | 4293 | 2999 | 1293 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84067 | 534789 | -335104 | -95435 | 49271 | -159068 |
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 33 } }, "second_band": { "type": "jma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 59, "offset": 33 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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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