Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182517.604 | 1171566.2217 | 10951.3823 | 1174815.193 | 2500843.5629 | -1326028.3699 |
Total P&L (%) | 1182.5176 | 1171.5662 | 10.9514 | 1174.8152 | 2500.8436 | -1326.0284 |
Avg Daily Profit (%) | 0.6526 | 0.6466 | 0.006 | 0.1406 | 0.18 | 0 |
Buy And Hold Return (%) | 518.6292 | 518.6292 | 518.6292 | 518.6292 | 518.6292 | 518.6292 |
Max Trade Drawdown | -102780 | -66981 | -74257 | -3248563 | -2213267 | -1911106 |
Profit Factor | 3.1988 | 5.5184 | 1.0393 | 1.1229 | 1.5566 | 0.7381 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 34.2466 | 33.3333 | 35.1351 | 34.2466 | 33.3333 | 35.1351 |
Ratio Avg Win / Avg Loss | 6.1417 | 11.0367 | 1.9187 | 2.156 | 3.1131 | 1.3626 |
Largest Winning Trade | 740493 | 740493 | 72804 | 3190813 | 3190813 | 692349 |
Largest Losing Trade | -31417 | -31417 | -28426 | -892003 | -555019 | -892003 |
Avg Bars in Trades | 143 | 123 | 162 | 143 | 123 | 162 |
Avg Bars in Winners | 277 | 228 | 323 | 277 | 228 | 323 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 10476 | 4458 | 6018 | 10476 | 4458 | 6018 |
Profit Streak | 0 | 99.8862 | 0 | 0 | 99.8862 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69405 | 321973 | -532463 | -176663 | 115725 | -584886 |
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{ "first_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "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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