Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1599407.1658 | 1507452.4964 | 91954.6694 | 1683252.7681 | -426525.6942 | 2109778.4623 |
Total P&L (%) | 1599.4072 | 1507.4525 | 91.9547 | 1683.2528 | -426.5257 | 2109.7785 |
Avg Daily Profit (%) | 0.8656 | 0.8159 | 0.0498 | 0.156 | 0 | 0.1677 |
Buy And Hold Return (%) | 48.4209 | 48.4209 | 48.4209 | 48.4209 | 48.4209 | 48.4209 |
Max Trade Drawdown | -103354 | -91101 | -58179 | -3355903 | -3695485 | -1512339 |
Profit Factor | 4.3852 | 7.8209 | 1.3657 | 1.1377 | 0.9367 | 1.3842 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 40.6593 | 32.6087 | 48.8889 | 40.6593 | 32.6087 | 48.8889 |
Ratio Avg Win / Avg Loss | 6.4001 | 16.1632 | 1.4278 | 1.6604 | 1.9358 | 1.4471 |
Largest Winning Trade | 1412869 | 1412869 | 65058 | 1834247 | 1834247 | 1524651 |
Largest Losing Trade | -42136 | -27457 | -42136 | -1291015 | -1291015 | -980162 |
Avg Bars in Trades | 116 | 101 | 131 | 116 | 101 | 131 |
Avg Bars in Winners | 202 | 208 | 199 | 202 | 208 | 199 |
Avg Bars in Losers | 57 | 50 | 66 | 57 | 50 | 66 |
Bars Traded | 10593 | 4676 | 5917 | 10593 | 4676 | 5917 |
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 | 618385 | 540659 | -133891 | -63710 | -584689 | 287775 |
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{ "first_band": { "type": "jma", "factors": { "length": 29, "offset": 158 } }, "second_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 29, "offset": 158 } }, "second_band": { "type": "dema", "factors": { "length": 117, "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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