Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1808506.1759 | 1652391.2846 | 156114.8913 | 265618989.6556 | 219122188.441 | 46496801.2146 |
Total P&L (%) | 1808.5062 | 1652.3913 | 156.1149 | 265618.9897 | 219122.1884 | 46496.8012 |
Avg Daily Profit (%) | 0.8683 | 0.7933 | 0.075 | 0.3793 | 0.37 | 0.2954 |
Buy And Hold Return (%) | 12190.9513 | 12190.9513 | 12190.9513 | 12190.9513 | 12190.9513 | 12190.9513 |
Max Trade Drawdown | -54211 | -57908 | -65841 | -89591742 | -67657712 | -73226709 |
Profit Factor | 4.6311 | 8.4928 | 1.5625 | 1.7062 | 2.4032 | 1.2114 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 45.2555 | 47.0588 | 43.4783 | 45.2555 | 47.0588 | 43.4783 |
Ratio Avg Win / Avg Loss | 5.6022 | 9.5544 | 2.0313 | 2.064 | 2.7036 | 1.5748 |
Largest Winning Trade | 735351 | 735351 | 42230 | 134539607 | 134539607 | 56133962 |
Largest Losing Trade | -29601 | -29601 | -28562 | -58451928 | -34813858 | -58451928 |
Avg Bars in Trades | 179 | 171 | 187 | 179 | 171 | 187 |
Avg Bars in Winners | 273 | 264 | 283 | 273 | 264 | 283 |
Avg Bars in Losers | 101 | 88 | 113 | 101 | 88 | 113 |
Bars Traded | 24581 | 11652 | 12929 | 24581 | 11652 | 12929 |
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 | -146510 | -254742 | -360341 | 407560 | -96532 | -97375 |
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{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 154 } }, "second_band": { "type": "dema", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 154 } }, "second_band": { "type": "dema", "factors": { "length": 104, "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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