Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42417.5989 | 15290.6617 | 27126.9372 | 48017.5033 | 14250.6309 | 33766.8724 |
Total P&L (%) | 42.4176 | 15.2907 | 27.1269 | 48.0175 | 14.2506 | 33.7669 |
Avg Daily Profit (%) | 0.8145 | 0.2936 | 0.5209 | 0.7558 | 0.2561 | 0.5602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13889 | -17304 | -8503 | -18322 | -22327 | -10302 |
Profit Factor | 1.5715 | 1.3445 | 1.9091 | 1.5168 | 1.2486 | 1.9487 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 68.8679 | 66.0377 | 71.6981 | 68.8679 | 66.0377 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.7104 | 0.6915 | 0.7536 | 0.6857 | 0.6421 | 0.7692 |
Largest Winning Trade | 5795 | 5795 | 4930 | 6730 | 6730 | 5657 |
Largest Losing Trade | -10139 | -10139 | -3960 | -13271 | -13271 | -4642 |
Avg Bars in Trades | 222 | 224 | 220 | 222 | 224 | 220 |
Avg Bars in Winners | 168 | 142 | 191 | 168 | 142 | 191 |
Avg Bars in Losers | 341 | 383 | 292 | 341 | 383 | 292 |
Bars Traded | 23549 | 11887 | 11662 | 23549 | 11887 | 11662 |
Profit Streak | 8.6233 | 8.6233 | 11.3838 | 8.6233 | 8.6233 | 11.3838 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479951 | -182280 | -169326 | 471790 | -206694 | -168601 |
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{ "first_band": { "type": "jma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 232 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 232 } } }
# | 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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