Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630155.7184 | 571497.8874 | 58657.831 | -4386735.0301 | 28688113.4954 | -33074848.5255 |
Total P&L (%) | 630.1557 | 571.4979 | 58.6578 | -4386.735 | 28688.1135 | -33074.8485 |
Avg Daily Profit (%) | 0.3187 | 0.289 | 0.0297 | 0 | 0.2868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211662 | -103308 | -187375 | -38418516 | -1702339 | -47518335 |
Profit Factor | 1.894 | 3.9561 | 1.1147 | 0.9292 | 8.0328 | 0.4289 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 15 | 16 | 33 | 22 | 11 |
Losing Trades | 30 | 15 | 15 | 28 | 8 | 20 |
Profitability (%) | 50.8197 | 50 | 51.6129 | 54.0984 | 73.3333 | 35.4839 |
Ratio Avg Win / Avg Loss | 1.8329 | 3.9561 | 1.045 | 0.7884 | 2.921 | 0.7798 |
Largest Winning Trade | 170541 | 170541 | 69567 | 8066014 | 5760854 | 8066014 |
Largest Losing Trade | -175480 | -32654 | -175480 | -21227713 | -1487605 | -21227713 |
Avg Bars in Trades | 61 | 41 | 81 | 61 | 41 | 81 |
Avg Bars in Winners | 82 | 47 | 116 | 64 | 44 | 104 |
Avg Bars in Losers | 40 | 35 | 45 | 58 | 33 | 69 |
Bars Traded | 3775 | 1243 | 2532 | 3775 | 1243 | 2532 |
Profit Streak | 485.6068 | 0 | 662.6068 | 0 | 573.1068 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152661 | 568092 | -246910 | -746246 | 751258 | -586463 |
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{ "first_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 94, "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) |
---|