Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2941151.1504 | -288336.595 | -2652814.5554 | -101911.1952 | -22383006.0476 | 22281094.8524 |
Total P&L (%) | -2941.1512 | -288.3366 | -2652.8146 | -101.9112 | -22383.006 | 22281.0949 |
Avg Daily Profit (%) | -1.2957 | -0.127 | -1.1686 | 0 | 0 | 0.2386 |
Buy And Hold Return (%) | 343.7561 | 343.7561 | 343.7561 | 343.7561 | 343.7561 | 343.7561 |
Max Trade Drawdown | -3088424 | -338828 | -2749595 | -25770724 | -22734234 | -6929189 |
Profit Factor | 0.1138 | 0.3108 | 0.0854 | 0.9976 | 0.2065 | 2.551 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 19 | 8 | 11 | 21 | 9 | 12 |
Losing Trades | 44 | 23 | 21 | 42 | 22 | 20 |
Profitability (%) | 30.1587 | 25.8065 | 34.375 | 33.3333 | 29.0323 | 37.5 |
Ratio Avg Win / Avg Loss | 0.2635 | 0.8936 | 0.163 | 1.9952 | 0.5049 | 4.2516 |
Largest Winning Trade | 48903 | 43733 | 48903 | 27759522 | 5249086 | 27759522 |
Largest Losing Trade | -1390234 | -53100 | -1390234 | -11961991 | -11961991 | -2569602 |
Avg Bars in Trades | 136 | 105 | 167 | 136 | 105 | 167 |
Avg Bars in Winners | 195 | 117 | 252 | 180 | 154 | 198 |
Avg Bars in Losers | 111 | 101 | 122 | 115 | 85 | 148 |
Bars Traded | 8626 | 3272 | 5354 | 8626 | 3272 | 5354 |
Profit Streak | 217.9232 | 217.9232 | 276.4232 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738413 | -606486 | -585917 | -735759 | -592860 | 300169 |
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{ "first_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 221, "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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