Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74536.0336 | 45630.6967 | 28905.337 | 71557.662 | 47936.3664 | 23621.2956 |
Total P&L (%) | 74.536 | 45.6307 | 28.9053 | 71.5577 | 47.9364 | 23.6213 |
Avg Daily Profit (%) | 0.5366 | 0.3285 | 0.2081 | 0.3893 | 0.2823 | 0.1528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41711 | -25490 | -45186 | -43912 | -24810 | -48318 |
Profit Factor | 1.2264 | 1.2994 | 1.1635 | 1.2088 | 1.3018 | 1.1285 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Losing Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Profitability (%) | 48.951 | 48.951 | 48.951 | 48.951 | 48.951 | 48.951 |
Ratio Avg Win / Avg Loss | 1.2789 | 1.355 | 1.2133 | 1.2606 | 1.3576 | 1.1768 |
Largest Winning Trade | 22169 | 22169 | 14394 | 24002 | 24002 | 12926 |
Largest Losing Trade | -16230 | -8763 | -16230 | -16505 | -8458 | -16505 |
Avg Bars in Trades | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 13198 | 6659 | 6539 | 13198 | 6659 | 6539 |
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 | 339783 | 169665 | -38613 | 290606 | 163369 | -78840 |
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{ "first_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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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