Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733901.0757 | 558751.9319 | 175149.1439 | 6577966.4873 | 2833385.5727 | 3744580.9146 |
Total P&L (%) | 733.9011 | 558.7519 | 175.1491 | 6577.9665 | 2833.3856 | 3744.5809 |
Avg Daily Profit (%) | 0.3713 | 0.2827 | 0.0886 | 0.2128 | 0.1711 | 0.1848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56341 | -79402 | -96606 | -1879150 | -2640739 | -728014 |
Profit Factor | 2.721 | 3.4402 | 1.887 | 1.7641 | 1.4935 | 2.306 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 44.5783 | 40.4762 | 48.7805 | 44.5783 | 40.4762 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.3829 | 5.0591 | 1.9814 | 2.1932 | 2.1963 | 2.4213 |
Largest Winning Trade | 150209 | 150209 | 69758 | 2512149 | 2512149 | 1530854 |
Largest Losing Trade | -27010 | -24505 | -27010 | -976716 | -976716 | -728014 |
Avg Bars in Trades | 92 | 78 | 107 | 92 | 78 | 107 |
Avg Bars in Winners | 157 | 139 | 172 | 157 | 139 | 172 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 7678 | 3290 | 4389 | 7678 | 3290 | 4389 |
Profit Streak | 0 | 0 | 552.1489 | 0 | 0 | 552.1489 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407058 | 419881 | -70938 | 291808 | 234263 | 447969 |
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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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