Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892008.8785 | 809623.9806 | 82384.8979 | 4577793.8929 | 5765971.484 | -1188177.591 |
Total P&L (%) | 892.0089 | 809.624 | 82.3849 | 4577.7939 | 5765.9715 | -1188.1776 |
Avg Daily Profit (%) | 0.4893 | 0.4441 | 0.0452 | 0.2112 | 0.2236 | 0 |
Buy And Hold Return (%) | 928.0155 | 928.0155 | 928.0155 | 928.0155 | 928.0155 | 928.0155 |
Max Trade Drawdown | -100030 | -84321 | -76657 | -6029810 | -2920223 | -5122712 |
Profit Factor | 2.3656 | 3.7882 | 1.2271 | 1.2291 | 1.728 | 0.9015 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 50 | 55.5556 | 44.4444 | 50 | 55.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3656 | 3.0306 | 1.5338 | 1.2291 | 1.3824 | 1.1269 |
Largest Winning Trade | 246126 | 246126 | 58572 | 2088961 | 2088961 | 1666414 |
Largest Losing Trade | -36476 | -34694 | -36476 | -1323984 | -1289099 | -1323984 |
Avg Bars in Trades | 57 | 48 | 67 | 57 | 48 | 67 |
Avg Bars in Winners | 82 | 62 | 106 | 82 | 62 | 106 |
Avg Bars in Losers | 33 | 30 | 35 | 33 | 30 | 35 |
Bars Traded | 5214 | 2181 | 3033 | 5214 | 2181 | 3033 |
Profit Streak | 158.6571 | 167.9905 | 158.6571 | 158.6571 | 167.9905 | 158.6571 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149139 | -146993 | -298708 | 288476 | 418778 | -580240 |
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{ "first_band": { "type": "jma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 73, "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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