Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750926.3156 | 566079.8159 | 184846.4998 | 853544.8422 | -502387.0405 | 1355931.8827 |
Total P&L (%) | 750.9263 | 566.0798 | 184.8465 | 853.5448 | -502.387 | 1355.9319 |
Avg Daily Profit (%) | 0.5065 | 0.3818 | 0.1247 | 0.1522 | 0 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161287 | -117916 | -67706 | -5193292 | -4563052 | -1577737 |
Profit Factor | 2.1052 | 2.3078 | 1.7496 | 1.0642 | 0.9425 | 1.297 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 36.1111 | 25.9259 | 46.2963 | 36.1111 | 25.9259 | 46.2963 |
Ratio Avg Win / Avg Loss | 3.7246 | 6.5937 | 2.0295 | 1.8828 | 2.6928 | 1.5046 |
Largest Winning Trade | 338705 | 338705 | 51141 | 3081662 | 3081662 | 803945 |
Largest Losing Trade | -31821 | -31821 | -22481 | -1012967 | -1012967 | -485000 |
Avg Bars in Trades | 79 | 84 | 74 | 79 | 84 | 74 |
Avg Bars in Winners | 129 | 162 | 111 | 129 | 162 | 111 |
Avg Bars in Losers | 51 | 57 | 43 | 51 | 57 | 43 |
Bars Traded | 8621 | 4586 | 4035 | 8621 | 4586 | 4035 |
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 | 343666 | -192081 | -204757 | -146287 | -784067 | -172445 |
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{ "first_band": { "type": "dema", "factors": { "length": 186, "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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