Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1456566.5417 | 1358683.4645 | 97883.0772 | 7599821.0059 | 5284590.6107 | 2315230.3952 |
Total P&L (%) | 1456.5665 | 1358.6835 | 97.8831 | 7599.821 | 5284.5906 | 2315.2304 |
Avg Daily Profit (%) | 0.8035 | 0.7495 | 0.054 | 0.2399 | 0.2201 | 0.1758 |
Buy And Hold Return (%) | 616.4569 | 616.4569 | 616.4569 | 616.4569 | 616.4569 | 616.4569 |
Max Trade Drawdown | -97148 | -76482 | -57349 | -17665592 | -11808921 | -7937637 |
Profit Factor | 3.8246 | 5.915 | 1.4091 | 1.1515 | 1.1933 | 1.1015 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 44.7761 | 45.4545 | 44.1176 | 44.7761 | 45.4545 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.717 | 7.0981 | 1.7849 | 1.4202 | 1.4319 | 1.3952 |
Largest Winning Trade | 905514 | 905514 | 67215 | 7869447 | 6497718 | 7869447 |
Largest Losing Trade | -38539 | -31256 | -38539 | -6889880 | -6889880 | -5839745 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 118 | 101 | 136 | 118 | 101 | 136 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 5200 | 2308 | 2892 | 5200 | 2308 | 2892 |
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 | -107677 | 499661 | -287028 | -168765 | -1518 | -105777 |
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{ "first_band": { "type": "jma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "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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