Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497613.0468 | 1414455.3769 | 83157.67 | 2609066.281 | -246085.5948 | 2855151.8758 |
Total P&L (%) | 1497.613 | 1414.4554 | 83.1577 | 2609.0663 | -246.0856 | 2855.1519 |
Avg Daily Profit (%) | 0.8346 | 0.7882 | 0.0463 | 0.184 | 0 | 0.1889 |
Buy And Hold Return (%) | 522.197 | 522.197 | 522.197 | 522.197 | 522.197 | 522.197 |
Max Trade Drawdown | -82901 | -96894 | -170396 | -1600446 | -1961125 | -844527 |
Profit Factor | 3.7561 | 7.5106 | 1.255 | 1.3245 | 0.9432 | 1.7694 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 5.6342 | 11.266 | 1.8825 | 1.9867 | 1.4148 | 2.6541 |
Largest Winning Trade | 1138111 | 1138111 | 69742 | 1553900 | 807654 | 1553900 |
Largest Losing Trade | -59363 | -29699 | -59363 | -832637 | -736988 | -832637 |
Avg Bars in Trades | 49 | 38 | 60 | 49 | 38 | 60 |
Avg Bars in Winners | 85 | 62 | 107 | 85 | 62 | 107 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 3465 | 1340 | 2125 | 3465 | 1340 | 2125 |
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 | -85816 | 515695 | -299776 | -94757 | -583009 | 229595 |
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{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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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