Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480659.2766 | 416817.0209 | 63842.2557 | 565484.1257 | 1528214.9059 | -962730.7802 |
Total P&L (%) | 480.6593 | 416.817 | 63.8423 | 565.4841 | 1528.2149 | -962.7308 |
Avg Daily Profit (%) | 0.1921 | 0.1665 | 0.0255 | 0.0758 | 0.1115 | 0 |
Buy And Hold Return (%) | 10.7725 | 10.7725 | 10.7725 | 10.7725 | 10.7725 | 10.7725 |
Max Trade Drawdown | -101635 | -72475 | -101245 | -3150371 | -2257124 | -2007452 |
Profit Factor | 1.7833 | 2.7349 | 1.171 | 1.0532 | 1.3293 | 0.8395 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 43.662 | 50 | 37.1429 | 43.662 | 50 | 37.1429 |
Ratio Avg Win / Avg Loss | 2.301 | 2.7349 | 1.9816 | 1.3589 | 1.3293 | 1.4206 |
Largest Winning Trade | 94338 | 94338 | 62438 | 1219303 | 1080150 | 1219303 |
Largest Losing Trade | -47581 | -34096 | -47581 | -1133759 | -899372 | -1133759 |
Avg Bars in Trades | 100 | 81 | 120 | 100 | 81 | 120 |
Avg Bars in Winners | 157 | 120 | 207 | 157 | 120 | 207 |
Avg Bars in Losers | 57 | 41 | 69 | 57 | 41 | 69 |
Bars Traded | 7156 | 2926 | 4230 | 7156 | 2926 | 4230 |
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 | -82807 | 451856 | -195873 | -347173 | -43401 | -584121 |
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{ "first_band": { "type": "jma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 103, "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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