Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1923847.7274 | 1918621.6202 | 5226.1072 | 642482.9435 | 619570.0221 | 22912.9214 |
Total P&L (%) | 1923.8477 | 1918.6216 | 5.2261 | 642.4829 | 619.57 | 22.9129 |
Avg Daily Profit (%) | 0.8461 | 0.8438 | 0.0023 | 0.0882 | 0.0868 | 0.0091 |
Buy And Hold Return (%) | 214.9584 | 214.9584 | 214.9584 | 214.9584 | 214.9584 | 214.9584 |
Max Trade Drawdown | -123903 | -90593 | -108625 | -2360398 | -1109995 | -1413286 |
Profit Factor | 4.2249 | 8.1566 | 1.0159 | 1.1031 | 1.256 | 1.006 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 44.6154 | 45.4545 | 43.75 | 44.6154 | 45.4545 | 43.75 |
Ratio Avg Win / Avg Loss | 5.2448 | 9.7879 | 1.3062 | 1.3694 | 1.5072 | 1.2934 |
Largest Winning Trade | 1561025 | 1561025 | 62128 | 981343 | 981343 | 829836 |
Largest Losing Trade | -59375 | -41625 | -59375 | -1358937 | -508911 | -1358937 |
Avg Bars in Trades | 197 | 182 | 213 | 197 | 182 | 213 |
Avg Bars in Winners | 290 | 253 | 330 | 290 | 253 | 330 |
Avg Bars in Losers | 122 | 122 | 123 | 122 | 122 | 123 |
Bars Traded | 12851 | 6007 | 6844 | 12851 | 6007 | 6844 |
Profit Streak | 0 | 0 | 91.527 | 0 | 0 | 91.527 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117939 | 717833 | -560447 | -323362 | -80691 | -562302 |
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{ "first_band": { "type": "ema", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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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