Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459034.9336 | 438095.1053 | 20939.8283 | 348785.3753 | 563768.0279 | -214982.6526 |
Total P&L (%) | 459.0349 | 438.0951 | 20.9398 | 348.7854 | 563.768 | -214.9827 |
Avg Daily Profit (%) | 0.2442 | 0.2331 | 0.0111 | 0.0799 | 0.1007 | 0 |
Buy And Hold Return (%) | 151.9063 | 151.9063 | 151.9063 | 151.9063 | 151.9063 | 151.9063 |
Max Trade Drawdown | -89844 | -96541 | -101549 | -663476 | -566469 | -572751 |
Profit Factor | 1.7999 | 2.5037 | 1.0741 | 1.1127 | 1.382 | 0.8672 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 51.8519 | 50 | 53.7037 | 51.8519 | 50 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.6714 | 2.5037 | 0.926 | 1.0332 | 1.382 | 0.7476 |
Largest Winning Trade | 325141 | 325141 | 30402 | 309625 | 309625 | 147726 |
Largest Losing Trade | -37173 | -23460 | -37173 | -337332 | -147468 | -337332 |
Avg Bars in Trades | 68 | 68 | 68 | 68 | 68 | 68 |
Avg Bars in Winners | 89 | 88 | 91 | 89 | 88 | 91 |
Avg Bars in Losers | 45 | 47 | 42 | 45 | 47 | 42 |
Bars Traded | 7381 | 3689 | 3691 | 7381 | 3689 | 3691 |
Profit Streak | 20.148 | 41.898 | 0 | 20.148 | 41.898 | 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 | 338525 | -170043 | -663966 | -186675 | -239464 | -760353 |
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{ "first_band": { "type": "ema", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 82, "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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