Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198197.165 | 162118.4071 | 36078.7579 | -1148973.1519 | -302649.3594 | -846323.7925 |
Total P&L (%) | 198.1972 | 162.1184 | 36.0788 | -1148.9732 | -302.6494 | -846.3238 |
Avg Daily Profit (%) | 0.184 | 0.1505 | 0.0335 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71300 | -58127 | -30200 | -992659 | -429796 | -682632 |
Profit Factor | 1.4982 | 1.9788 | 1.1554 | 0.4074 | 0.6672 | 0.1781 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 18 | 25 | 19 | 13 | 6 |
Losing Trades | 20 | 13 | 7 | 44 | 18 | 26 |
Profitability (%) | 68.254 | 58.0645 | 78.125 | 30.1587 | 41.9355 | 18.75 |
Ratio Avg Win / Avg Loss | 0.6968 | 1.4291 | 0.3235 | 0.9435 | 0.9238 | 0.7716 |
Largest Winning Trade | 52309 | 52309 | 26113 | 156723 | 156723 | 62056 |
Largest Losing Trade | -163691 | -39097 | -163691 | -163691 | -156878 | -163691 |
Avg Bars in Trades | 65 | 51 | 78 | 65 | 51 | 78 |
Avg Bars in Winners | 56 | 35 | 71 | 73 | 74 | 72 |
Avg Bars in Losers | 83 | 74 | 100 | 61 | 35 | 79 |
Bars Traded | 4105 | 1601 | 2504 | 4105 | 1601 | 2504 |
Profit Streak | 19.4089 | 35.4089 | 19.4089 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140455 | 410199 | -197834 | -739771 | -583954 | -638171 |
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{ "first_band": { "type": "jma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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