Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998799.3338 | 879304.0173 | 119495.3165 | 11685097.9905 | 6548960.9086 | 5136137.0819 |
Total P&L (%) | 998.7993 | 879.304 | 119.4953 | 11685.098 | 6548.9609 | 5136.1371 |
Avg Daily Profit (%) | 0.5472 | 0.4817 | 0.0655 | 0.2616 | 0.2302 | 0.2171 |
Buy And Hold Return (%) | 679.3494 | 679.3494 | 679.3494 | 679.3494 | 679.3494 | 679.3494 |
Max Trade Drawdown | -82617 | -86135 | -48311 | -19747617 | -12940314 | -8983651 |
Profit Factor | 3.0203 | 4.6471 | 1.4718 | 1.2524 | 1.274 | 1.2293 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 52.2388 | 51.5152 | 52.9412 | 52.2388 | 51.5152 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7614 | 4.3737 | 1.3083 | 1.1451 | 1.1991 | 1.0927 |
Largest Winning Trade | 242818 | 242818 | 65355 | 9686147 | 7423729 | 9686147 |
Largest Losing Trade | -38539 | -33632 | -38539 | -8475597 | -8475597 | -7194463 |
Avg Bars in Trades | 77 | 69 | 85 | 77 | 69 | 85 |
Avg Bars in Winners | 112 | 93 | 129 | 112 | 93 | 129 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 5169 | 2277 | 2892 | 5169 | 2277 | 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 | -123419 | -56054 | -269799 | -112352 | 302129 | 295193 |
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{ "first_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 191, "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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