Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527376.2915 | 564788.3534 | -37412.0619 | -89893.356 | -54711.0929 | -35182.2632 |
Total P&L (%) | 527.3763 | 564.7884 | -37.4121 | -89.8934 | -54.7111 | -35.1823 |
Avg Daily Profit (%) | 0.2825 | 0.3026 | -0.02 | -0.1227 | -0.0424 | -0.0232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -298765 | -156260 | -223893 | -33518 | -14529 | -30655 |
Profit Factor | 1.4051 | 1.7683 | 0.934 | 0.4639 | 0.4857 | 0.426 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 51.5152 | 48.1928 | 54.878 | 51.5152 | 48.1928 | 54.878 |
Ratio Avg Win / Avg Loss | 1.3224 | 1.9009 | 0.7679 | 0.4366 | 0.5221 | 0.3503 |
Largest Winning Trade | 378618 | 378618 | 43113 | 9438 | 9438 | 4571 |
Largest Losing Trade | -76677 | -66092 | -76677 | -66092 | -66092 | -17324 |
Avg Bars in Trades | 66 | 75 | 58 | 66 | 75 | 58 |
Avg Bars in Winners | 74 | 87 | 62 | 74 | 87 | 62 |
Avg Bars in Losers | 58 | 64 | 52 | 58 | 64 | 52 |
Bars Traded | 11003 | 6243 | 4760 | 11003 | 6243 | 4760 |
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 | 379085 | 404382 | -584603 | -579717 | -581812 | -584326 |
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 89, "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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