Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789899.1641 | 716670.936 | 73228.2281 | 1667216.6506 | 956912.819 | 710303.8316 |
Total P&L (%) | 789.8992 | 716.6709 | 73.2282 | 1667.2167 | 956.9128 | 710.3038 |
Avg Daily Profit (%) | 0.434 | 0.3937 | 0.0402 | 0.1579 | 0.1296 | 0.115 |
Buy And Hold Return (%) | 243.7069 | 243.7069 | 243.7069 | 243.7069 | 243.7069 | 243.7069 |
Max Trade Drawdown | -130240 | -87860 | -76799 | -946403 | -845697 | -540182 |
Profit Factor | 2.2411 | 3.0658 | 1.2529 | 1.4578 | 1.4736 | 1.438 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.8157 | 4.0339 | 1.5035 | 1.8315 | 1.939 | 1.7256 |
Largest Winning Trade | 291077 | 291077 | 66245 | 928655 | 928655 | 505013 |
Largest Losing Trade | -37551 | -32213 | -37551 | -446714 | -307338 | -446714 |
Avg Bars in Trades | 239 | 243 | 235 | 239 | 243 | 235 |
Avg Bars in Winners | 360 | 396 | 326 | 360 | 396 | 326 |
Avg Bars in Losers | 143 | 127 | 160 | 143 | 127 | 160 |
Bars Traded | 21096 | 10723 | 10373 | 21096 | 10723 | 10373 |
Profit Streak | 27.9997 | 45.4997 | 0 | 27.9997 | 45.4997 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358997 | 372604 | -305743 | 298692 | -21619 | -41895 |
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 172 } }, "second_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 179, "offset": 172 } }, "second_band": { "type": "jma", "factors": { "length": 227, "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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