Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270300.206 | 392695.4139 | -122395.2078 | -96619.7176 | -27339.8377 | -69279.8798 |
Total P&L (%) | 270.3002 | 392.6954 | -122.3952 | -96.6197 | -27.3398 | -69.2799 |
Avg Daily Profit (%) | 0.1172 | 0.1702 | -0.0531 | -0.1467 | -0.0138 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197605 | -150193 | -295223 | -104045 | -60290 | -96069 |
Profit Factor | 1.1202 | 1.3516 | 0.8919 | 0.8342 | 0.9092 | 0.754 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 214 | 105 | 109 | 214 | 105 | 109 |
Losing Trades | 200 | 102 | 98 | 200 | 102 | 98 |
Profitability (%) | 51.6908 | 50.7246 | 52.657 | 51.6908 | 50.7246 | 52.657 |
Ratio Avg Win / Avg Loss | 1.0469 | 1.313 | 0.8019 | 0.7796 | 0.8832 | 0.6779 |
Largest Winning Trade | 248862 | 248862 | 56964 | 21077 | 21077 | 14447 |
Largest Losing Trade | -48104 | -47439 | -48104 | -23825 | -22219 | -23825 |
Avg Bars in Trades | 33 | 37 | 28 | 33 | 37 | 28 |
Avg Bars in Winners | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Losers | 32 | 38 | 26 | 32 | 38 | 26 |
Bars Traded | 13722 | 7796 | 5926 | 13722 | 7796 | 5926 |
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 | -122525 | 301960 | -579627 | -578394 | -580156 | -579627 |
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{ "first_band": { "type": "dema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 49, "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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