Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300961.829 | 247827.2993 | 53134.5297 | 25976.2426 | 2078.2088 | 23898.0337 |
Total P&L (%) | 300.9618 | 247.8273 | 53.1345 | 25.9762 | 2.0782 | 23.898 |
Avg Daily Profit (%) | 0.2206 | 0.1817 | 0.039 | 0.0169 | 0.0015 | 0.0157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114149 | -85770 | -55632 | -221438 | -249531 | -93101 |
Profit Factor | 1.5725 | 1.8728 | 1.2198 | 1.0323 | 1.0044 | 1.0725 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 41.9355 | 40 | 40.9836 | 41.9355 | 40 |
Ratio Avg Win / Avg Loss | 2.2644 | 2.5931 | 1.8297 | 1.4866 | 1.3907 | 1.6087 |
Largest Winning Trade | 223673 | 223673 | 53557 | 156528 | 156528 | 101008 |
Largest Losing Trade | -40846 | -39120 | -40846 | -53830 | -53830 | -43592 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 133 | 113 | 156 | 133 | 113 | 156 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 5144 | 2348 | 2796 | 5144 | 2348 | 2796 |
Profit Streak | 23.156 | 40.156 | 0 | 23.156 | 40.156 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158579 | 302085 | -145222 | -527896 | -574900 | -319798 |
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 45, "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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