Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1573550.5876 | 1460132.7315 | 113417.8561 | 8846009.1439 | 1187159.4581 | 7658849.6858 |
Total P&L (%) | 1573.5506 | 1460.1327 | 113.4179 | 8846.0091 | 1187.1595 | 7658.8497 |
Avg Daily Profit (%) | 0.8427 | 0.782 | 0.0607 | 0.241 | 0.1369 | 0.2333 |
Buy And Hold Return (%) | 512.657 | 512.657 | 512.657 | 512.657 | 512.657 | 512.657 |
Max Trade Drawdown | -88845 | -88486 | -52578 | -7455601 | -7113877 | -3363867 |
Profit Factor | 4.8394 | 6.9743 | 1.6856 | 1.3371 | 1.067 | 1.8979 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 41.3793 | 31.0345 | 51.7241 | 41.3793 | 31.0345 | 51.7241 |
Ratio Avg Win / Avg Loss | 6.8559 | 15.4985 | 1.5732 | 1.8942 | 2.3712 | 1.7714 |
Largest Winning Trade | 900772 | 900772 | 58008 | 5094031 | 5094031 | 3440888 |
Largest Losing Trade | -33417 | -30202 | -33417 | -3481614 | -3481614 | -2054658 |
Avg Bars in Trades | 185 | 156 | 214 | 185 | 156 | 214 |
Avg Bars in Winners | 287 | 316 | 270 | 287 | 316 | 270 |
Avg Bars in Losers | 113 | 84 | 155 | 113 | 84 | 155 |
Bars Traded | 10756 | 4535 | 6221 | 10756 | 4535 | 6221 |
Profit Streak | 0 | 49.2303 | 0 | 0 | 49.2303 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165021 | 411373 | -274231 | -173042 | -167145 | 435390 |
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{ "first_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 198, "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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