Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523656.3338 | 497760.3792 | 25895.9546 | 172796.7142 | 318995.2086 | -146198.4944 |
Total P&L (%) | 523.6563 | 497.7604 | 25.896 | 172.7967 | 318.9952 | -146.1985 |
Avg Daily Profit (%) | 0.2816 | 0.2677 | 0.0139 | 0.054 | 0.0771 | 0 |
Buy And Hold Return (%) | 36.0649 | 36.0649 | 36.0649 | 36.0649 | 36.0649 | 36.0649 |
Max Trade Drawdown | -129535 | -86223 | -167521 | -438832 | -290192 | -511538 |
Profit Factor | 1.5989 | 2.1636 | 1.058 | 1.0652 | 1.243 | 0.8905 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 39.7436 | 32.0513 | 47.4359 | 39.7436 | 32.0513 | 47.4359 |
Ratio Avg Win / Avg Loss | 2.4242 | 4.5868 | 1.1724 | 1.615 | 2.6351 | 0.9868 |
Largest Winning Trade | 244741 | 244741 | 43316 | 248270 | 248270 | 162485 |
Largest Losing Trade | -56954 | -37720 | -56954 | -202783 | -202783 | -158733 |
Avg Bars in Trades | 69 | 77 | 62 | 69 | 77 | 62 |
Avg Bars in Winners | 105 | 130 | 87 | 105 | 130 | 87 |
Avg Bars in Losers | 46 | 51 | 39 | 46 | 51 | 39 |
Bars Traded | 10876 | 6016 | 4860 | 10876 | 6016 | 4860 |
Profit Streak | 14.1175 | 0 | 17.7841 | 14.1175 | 0 | 17.7841 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330509 | -29122 | -531646 | -272577 | -130638 | -615667 |
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 40, "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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