Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499088.2581 | 480334.8096 | 18753.4485 | -99786.4378 | 33725.4979 | -133511.9357 |
Total P&L (%) | 499.0883 | 480.3348 | 18.7534 | -99.7864 | 33.7255 | -133.5119 |
Avg Daily Profit (%) | 0.2122 | 0.2042 | 0.008 | -0.2611 | 0.0124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211402 | -139129 | -322049 | -174671 | -58348 | -177244 |
Profit Factor | 1.4808 | 1.952 | 1.0352 | 0.7462 | 1.2392 | 0.4705 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.087 | 43.1034 | 49.1228 | 46.087 | 43.1034 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.7323 | 2.5766 | 1.0721 | 0.8729 | 1.6357 | 0.4873 |
Largest Winning Trade | 196242 | 196242 | 56042 | 73661 | 73661 | 33328 |
Largest Losing Trade | -99894 | -44940 | -99894 | -58335 | -34285 | -58335 |
Avg Bars in Trades | 40 | 47 | 32 | 40 | 47 | 32 |
Avg Bars in Winners | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Losers | 31 | 42 | 19 | 31 | 42 | 19 |
Bars Traded | 4630 | 2754 | 1875 | 4630 | 2754 | 1875 |
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 | 317121 | -171372 | -552148 | -581994 | -361024 | -761174 |
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{ "first_band": { "type": "dema", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 27, "offset": 0 } } }
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# | 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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