Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742929.7686 | 674609.4524 | 68320.3162 | 1312274.5848 | 407563.4071 | 904711.1776 |
Total P&L (%) | 742.9298 | 674.6095 | 68.3203 | 1312.2746 | 407.5634 | 904.7112 |
Avg Daily Profit (%) | 0.3962 | 0.3597 | 0.0364 | 0.1413 | 0.0867 | 0.1231 |
Buy And Hold Return (%) | 171.4965 | 171.4965 | 171.4965 | 171.4965 | 171.4965 | 171.4965 |
Max Trade Drawdown | -75074 | -91830 | -118520 | -1432149 | -811602 | -727032 |
Profit Factor | 2.7028 | 4.6882 | 1.2696 | 1.3555 | 1.207 | 1.5253 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9041 | 8.2043 | 1.5236 | 1.958 | 2.1123 | 1.8303 |
Largest Winning Trade | 360951 | 360951 | 59565 | 611463 | 549822 | 611463 |
Largest Losing Trade | -65469 | -30659 | -65469 | -347661 | -347661 | -229425 |
Avg Bars in Trades | 167 | 147 | 187 | 167 | 147 | 187 |
Avg Bars in Winners | 261 | 243 | 275 | 261 | 243 | 275 |
Avg Bars in Losers | 102 | 92 | 113 | 102 | 92 | 113 |
Bars Traded | 11061 | 4875 | 6186 | 11061 | 4875 | 6186 |
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 | -119369 | 336967 | -310792 | -134781 | -86339 | -28614 |
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 135, "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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