Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1929457.0233 | -158787.9791 | -1770669.0442 | -98235.9947 | 2039438.1081 | -2137674.1028 |
Total P&L (%) | -1929.457 | -158.788 | -1770.669 | -98.236 | 2039.4381 | -2137.6741 |
Avg Daily Profit (%) | -1.0322 | -0.0849 | -0.9472 | -0.2158 | 0.164 | 0 |
Buy And Hold Return (%) | 494.7576 | 494.7576 | 494.7576 | 494.7576 | 494.7576 | 494.7576 |
Max Trade Drawdown | -2092654 | -263232 | -1841088 | -2649764 | -137568 | -2649764 |
Profit Factor | 0.1967 | 0.5559 | 0.1339 | 0.9754 | 10.6911 | 0.4355 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 36 | 14 | 22 | 42 | 26 | 16 |
Losing Trades | 33 | 20 | 13 | 27 | 8 | 19 |
Profitability (%) | 52.1739 | 41.1765 | 62.8571 | 60.8696 | 76.4706 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.1804 | 0.7942 | 0.0791 | 0.6271 | 3.2896 | 0.5171 |
Largest Winning Trade | 41901 | 32620 | 41901 | 1307052 | 1307052 | 1230196 |
Largest Losing Trade | -1139130 | -54074 | -1139130 | -2649764 | -137568 | -2649764 |
Avg Bars in Trades | 77 | 71 | 82 | 77 | 71 | 82 |
Avg Bars in Winners | 39 | 28 | 46 | 80 | 70 | 96 |
Avg Bars in Losers | 118 | 101 | 144 | 72 | 74 | 71 |
Bars Traded | 5328 | 2427 | 2901 | 5328 | 2427 | 2901 |
Profit Streak | 55.0975 | 80.7642 | 55.0975 | 55.0975 | 80.7642 | 55.0975 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -685030 | -583263 | -578138 | -683902 | 666771 | -581471 |
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{ "first_band": { "type": "jma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 196, "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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