Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82485.6092 | 391928.7173 | -309443.1081 | 20599.1214 | -1587508.247 | 1608107.3683 |
Total P&L (%) | 82.4856 | 391.9287 | -309.4431 | 20.5991 | -1587.5082 | 1608.1074 |
Avg Daily Profit (%) | 0.0461 | 0.2191 | -0.173 | 0.0105 | 0 | 0.1588 |
Buy And Hold Return (%) | 348.7084 | 348.7084 | 348.7084 | 348.7084 | 348.7084 | 348.7084 |
Max Trade Drawdown | -295301 | -112946 | -525605 | -2580381 | -1951169 | -1339388 |
Profit Factor | 1.0502 | 1.6867 | 0.7112 | 1.0036 | 0.4692 | 1.5881 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 113 | 50 | 63 | 109 | 47 | 62 |
Losing Trades | 147 | 80 | 67 | 151 | 83 | 68 |
Profitability (%) | 43.4615 | 38.4615 | 48.4615 | 41.9231 | 36.1538 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.3662 | 2.6987 | 0.7564 | 1.3903 | 0.8286 | 1.7417 |
Largest Winning Trade | 123547 | 123547 | 57026 | 2629572 | 83476 | 2629572 |
Largest Losing Trade | -295301 | -34090 | -295301 | -655349 | -535481 | -655349 |
Avg Bars in Trades | 27 | 24 | 29 | 27 | 24 | 29 |
Avg Bars in Winners | 29 | 28 | 31 | 30 | 28 | 32 |
Avg Bars in Losers | 24 | 22 | 28 | 24 | 22 | 27 |
Bars Traded | 7035 | 3185 | 3850 | 7035 | 3185 | 3850 |
Profit Streak | 12.6538 | 0 | 20.4038 | 12.6538 | 0 | 20.4038 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -462676 | -120656 | -580753 | -562083 | -586094 | 312734 |
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{ "first_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 56, "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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