Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796972.5883 | 758112.7098 | 38859.8785 | 909307.9935 | 1033825.83 | -124517.8365 |
Total P&L (%) | 796.9726 | 758.1127 | 38.8599 | 909.308 | 1033.8258 | -124.5178 |
Avg Daily Profit (%) | 0.3175 | 0.302 | 0.0155 | 0.0921 | 0.0968 | 0 |
Buy And Hold Return (%) | 268.5044 | 268.5044 | 268.5044 | 268.5044 | 268.5044 | 268.5044 |
Max Trade Drawdown | -82458 | -75530 | -61958 | -1505804 | -1016169 | -1089141 |
Profit Factor | 2.3312 | 3.8377 | 1.1172 | 1.1473 | 1.3656 | 0.9628 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 46.1538 | 38.4615 | 53.8462 | 46.1538 | 38.4615 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.7197 | 6.1403 | 0.9576 | 1.3385 | 2.185 | 0.8252 |
Largest Winning Trade | 492733 | 492733 | 42454 | 1138822 | 1138822 | 497404 |
Largest Losing Trade | -48902 | -29831 | -48902 | -857027 | -325449 | -857027 |
Avg Bars in Trades | 93 | 90 | 95 | 93 | 90 | 95 |
Avg Bars in Winners | 138 | 150 | 129 | 138 | 150 | 129 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 9693 | 4728 | 4965 | 9693 | 4728 | 4965 |
Profit Streak | 0 | 0 | 88.6318 | 0 | 0 | 88.6318 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328431 | -171958 | -610203 | -131992 | -248642 | -759776 |
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{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 117 } }, "second_band": { "type": "jma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 117 } }, "second_band": { "type": "jma", "factors": { "length": 97, "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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