Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897170.5774 | 819570.5156 | 77600.0618 | 4728991.8629 | 6416693.4876 | -1687701.6247 |
Total P&L (%) | 897.1706 | 819.5705 | 77.6001 | 4728.9919 | 6416.6935 | -1687.7016 |
Avg Daily Profit (%) | 0.4929 | 0.4503 | 0.0426 | 0.2132 | 0.2297 | 0 |
Buy And Hold Return (%) | 682.0859 | 682.0859 | 682.0859 | 682.0859 | 682.0859 | 682.0859 |
Max Trade Drawdown | -89386 | -68786 | -96684 | -7784437 | -5628235 | -3617050 |
Profit Factor | 2.155 | 3.2954 | 1.1849 | 1.2094 | 1.5775 | 0.853 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 49.2308 | 50.7692 | 47.6923 | 49.2308 | 50.7692 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.2223 | 3.1956 | 1.2995 | 1.2471 | 1.5297 | 0.9355 |
Largest Winning Trade | 320304 | 320304 | 48653 | 3361847 | 3361847 | 1887642 |
Largest Losing Trade | -33082 | -32589 | -33082 | -3801336 | -3801336 | -1402182 |
Avg Bars in Trades | 82 | 70 | 93 | 82 | 70 | 93 |
Avg Bars in Winners | 115 | 91 | 142 | 115 | 91 | 142 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 10682 | 4602 | 6080 | 10682 | 4602 | 6080 |
Profit Streak | 7.6135 | 47.9469 | 0 | 7.6135 | 47.9469 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52310 | -217183 | -451480 | 300946 | -119408 | -713355 |
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{ "first_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 116, "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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