Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521858.1054 | 338652.4603 | 183205.645 | 1247831.5314 | 460827.4297 | 787004.1017 |
Total P&L (%) | 521.8581 | 338.6525 | 183.2056 | 1247.8315 | 460.8274 | 787.0041 |
Avg Daily Profit (%) | 0.3543 | 0.2299 | 0.1244 | 0.1767 | 0.1171 | 0.1483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69890 | -70580 | -35693 | -980534 | -453372 | -527161 |
Profit Factor | 2.7168 | 2.9906 | 2.3688 | 1.5751 | 1.3633 | 1.8732 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 50 | 39.3939 | 60.6061 | 50 | 39.3939 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.7168 | 4.6009 | 1.5397 | 1.5751 | 2.0973 | 1.2176 |
Largest Winning Trade | 281795 | 281795 | 74206 | 702623 | 502560 | 702623 |
Largest Losing Trade | -35693 | -20813 | -35693 | -341018 | -341018 | -251198 |
Avg Bars in Trades | 43 | 31 | 55 | 43 | 31 | 55 |
Avg Bars in Winners | 65 | 55 | 72 | 65 | 55 | 72 |
Avg Bars in Losers | 20 | 15 | 30 | 20 | 15 | 30 |
Bars Traded | 2861 | 1023 | 1838 | 2861 | 1023 | 1838 |
Profit Streak | 0 | 0 | 37.802 | 0 | 0 | 37.802 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113959 | 339808 | -19676 | -117784 | -39207 | 380026 |
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{ "first_band": { "type": "dema", "factors": { "length": 6, "offset": 73 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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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