Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1301030.4749 | 1201831.2654 | 99199.2095 | 49236644.2001 | 38971915.5967 | 10264728.6035 |
Total P&L (%) | 1301.0305 | 1201.8313 | 99.1992 | 49236.6442 | 38971.9156 | 10264.7286 |
Avg Daily Profit (%) | 0.5767 | 0.5327 | 0.044 | 0.2753 | 0.2649 | 0.2059 |
Buy And Hold Return (%) | 7893.3134 | 7893.3134 | 7893.3134 | 7893.3134 | 7893.3134 | 7893.3134 |
Max Trade Drawdown | -179531 | -109118 | -199169 | -11119463 | -11332257 | -11636478 |
Profit Factor | 2.1684 | 3.4729 | 1.1581 | 1.6468 | 2.2174 | 1.2327 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 173 | 84 | 89 | 173 | 84 | 89 |
Profitability (%) | 39.7213 | 41.2587 | 38.1944 | 39.7213 | 41.2587 | 38.1944 |
Ratio Avg Win / Avg Loss | 3.2907 | 4.9444 | 1.874 | 2.4992 | 3.157 | 1.9948 |
Largest Winning Trade | 412285 | 412285 | 35790 | 15074215 | 15074215 | 7253446 |
Largest Losing Trade | -65215 | -20761 | -65215 | -6931827 | -5870050 | -6931827 |
Avg Bars in Trades | 46 | 45 | 48 | 46 | 45 | 48 |
Avg Bars in Winners | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 13401 | 6442 | 6959 | 13401 | 6442 | 6959 |
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 | -152891 | -151828 | -350234 | 316631 | 282538 | -68201 |
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{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 11, "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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