Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789542.3481 | 1771505.5877 | 18036.7603 | 266471.9719 | 3939574.4638 | -3673102.4919 |
Total P&L (%) | 1789.5423 | 1771.5056 | 18.0368 | 266.472 | 3939.5745 | -3673.1025 |
Avg Daily Profit (%) | 0.7738 | 0.766 | 0.0078 | 0.0562 | 0.1601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193401 | -109428 | -168553 | -5571343 | -1700481 | -4094808 |
Profit Factor | 3.5957 | 6.024 | 1.0536 | 1.0344 | 2.3559 | 0.2397 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.0769 | 39.3939 | 46.875 | 43.0769 | 39.3939 | 46.875 |
Ratio Avg Win / Avg Loss | 4.7515 | 9.2677 | 1.194 | 1.3669 | 3.6244 | 0.2717 |
Largest Winning Trade | 1595004 | 1595004 | 77869 | 5429458 | 5429458 | 217904 |
Largest Losing Trade | -60400 | -46272 | -60400 | -3266668 | -1158291 | -3266668 |
Avg Bars in Trades | 98 | 78 | 119 | 98 | 78 | 119 |
Avg Bars in Winners | 160 | 142 | 175 | 160 | 142 | 175 |
Avg Bars in Losers | 52 | 36 | 70 | 52 | 36 | 70 |
Bars Traded | 6421 | 2589 | 3832 | 6421 | 2589 | 3832 |
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 | -119262 | 621152 | -353473 | -439518 | 289223 | -582025 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 83, "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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