Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683055.3379 | 596151.299 | 86904.0389 | 564029.9877 | 423495.6073 | 140534.3804 |
Total P&L (%) | 683.0553 | 596.1513 | 86.904 | 564.03 | 423.4956 | 140.5344 |
Avg Daily Profit (%) | 0.3665 | 0.3199 | 0.0466 | 0.1016 | 0.0889 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114307 | -80537 | -76221 | -453600 | -259043 | -388691 |
Profit Factor | 2.4109 | 3.6921 | 1.3308 | 1.265 | 1.4309 | 1.1227 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 54.1667 | 52.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.04 | 3.3035 | 1.0647 | 1.0704 | 1.2803 | 0.8981 |
Largest Winning Trade | 528699 | 528699 | 52435 | 496093 | 496093 | 302554 |
Largest Losing Trade | -44229 | -44229 | -36642 | -178720 | -167643 | -178720 |
Avg Bars in Trades | 50 | 39 | 61 | 50 | 39 | 61 |
Avg Bars in Winners | 61 | 47 | 75 | 61 | 47 | 75 |
Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
Bars Traded | 3631 | 1422 | 2209 | 3631 | 1422 | 2209 |
Profit Streak | 0 | 54.5832 | 0 | 0 | 54.5832 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68905 | 605473 | -129635 | -139955 | -72508 | -216534 |
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{ "first_band": { "type": "ema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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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