Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708803.1336 | 558371.3485 | 150431.7851 | 427804.4573 | -128262.275 | 556066.7323 |
Total P&L (%) | 708.8031 | 558.3713 | 150.4318 | 427.8045 | -128.2623 | 556.0667 |
Avg Daily Profit (%) | 0.4767 | 0.3755 | 0.1012 | 0.1119 | 0 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111729 | -128052 | -65608 | -1485790 | -1377345 | -488379 |
Profit Factor | 1.9076 | 2.1579 | 1.5035 | 1.0759 | 0.9649 | 1.2807 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 34.7107 | 26.6667 | 42.623 | 34.7107 | 26.6667 | 42.623 |
Ratio Avg Win / Avg Loss | 3.5881 | 5.9343 | 2.024 | 2.0237 | 2.6535 | 1.7241 |
Largest Winning Trade | 346049 | 346049 | 55903 | 1013265 | 1013265 | 442843 |
Largest Losing Trade | -40048 | -40048 | -25142 | -366329 | -366329 | -164943 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 82 | 97 | 73 | 82 | 97 | 73 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 5805 | 3084 | 2721 | 5805 | 3084 | 2721 |
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 | 302383 | -178284 | -220307 | -185104 | -769927 | -187362 |
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 22, "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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