Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582196.3997 | 342420.6082 | 239775.7915 | 3458316.414 | 3615787.4597 | -157471.0457 |
Total P&L (%) | 582.1964 | 342.4206 | 239.7758 | 3458.3164 | 3615.7875 | -157.471 |
Avg Daily Profit (%) | 0.3451 | 0.203 | 0.1421 | 0.2119 | 0.2145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106065 | -99130 | -59860 | -3325994 | -1057990 | -2591532 |
Profit Factor | 1.5387 | 1.6517 | 1.4317 | 1.2629 | 1.6748 | 0.9798 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 205 | 106 | 99 | 205 | 106 | 99 |
Profitability (%) | 41.2607 | 39.0805 | 43.4286 | 41.2607 | 39.0805 | 43.4286 |
Ratio Avg Win / Avg Loss | 2.1904 | 2.5747 | 1.865 | 1.7978 | 2.6107 | 1.2763 |
Largest Winning Trade | 72324 | 72324 | 39256 | 1801743 | 1801743 | 1359091 |
Largest Losing Trade | -18545 | -13956 | -18545 | -1009009 | -533277 | -1009009 |
Avg Bars in Trades | 57 | 56 | 57 | 57 | 56 | 57 |
Avg Bars in Winners | 90 | 89 | 91 | 90 | 89 | 91 |
Avg Bars in Losers | 33 | 35 | 32 | 33 | 35 | 32 |
Bars Traded | 19984 | 9853 | 10131 | 19984 | 9853 | 10131 |
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 | 372864 | 247817 | -3500 | 271222 | 267976 | -581305 |
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{ "first_band": { "type": "jma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 32, "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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