Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933810.831 | 838748.9613 | 95061.8697 | 6986662.685 | 4371890.9148 | 2614771.7703 |
Total P&L (%) | 933.8108 | 838.749 | 95.0619 | 6986.6627 | 4371.8909 | 2614.7718 |
Avg Daily Profit (%) | 0.5132 | 0.4609 | 0.0522 | 0.2344 | 0.2091 | 0.1816 |
Buy And Hold Return (%) | 700.4769 | 700.4769 | 700.4769 | 700.4769 | 700.4769 | 700.4769 |
Max Trade Drawdown | -68218 | -90664 | -59775 | -7367885 | -5433956 | -3057941 |
Profit Factor | 2.8827 | 4.6257 | 1.3592 | 1.3962 | 1.4374 | 1.3422 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 49.2308 | 50 | 48.4848 | 49.2308 | 50 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.9728 | 4.6257 | 1.4441 | 1.4398 | 1.4374 | 1.4261 |
Largest Winning Trade | 240628 | 240628 | 65655 | 4568784 | 3843911 | 4568784 |
Largest Losing Trade | -42336 | -39889 | -42336 | -2812330 | -2812330 | -2149035 |
Avg Bars in Trades | 79 | 72 | 86 | 79 | 72 | 86 |
Avg Bars in Winners | 112 | 95 | 128 | 112 | 95 | 128 |
Avg Bars in Losers | 48 | 50 | 47 | 48 | 50 | 47 |
Bars Traded | 5199 | 2334 | 2865 | 5199 | 2334 | 2865 |
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 | -182225 | -86609 | -289098 | -127295 | 306025 | 185338 |
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{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 20, "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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