Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1800703.6 | 1667457.7102 | 133245.8898 | 3842290.266 | -1013279.7111 | 4855569.9771 |
Total P&L (%) | 1800.7036 | 1667.4577 | 133.2459 | 3842.2903 | -1013.2797 | 4855.57 |
Avg Daily Profit (%) | 0.9745 | 0.9024 | 0.0721 | 0.1991 | 0 | 0.2115 |
Buy And Hold Return (%) | 40.4732 | 40.4732 | 40.4732 | 40.4732 | 40.4732 | 40.4732 |
Max Trade Drawdown | -79238 | -80981 | -39507 | -5288768 | -4432674 | -1882672 |
Profit Factor | 5.6711 | 8.6787 | 1.7915 | 1.2517 | 0.8892 | 1.7932 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 42.623 | 38.7097 | 46.6667 | 42.623 | 38.7097 | 46.6667 |
Ratio Avg Win / Avg Loss | 7.6342 | 13.7413 | 2.0474 | 1.685 | 1.4079 | 2.0494 |
Largest Winning Trade | 1524504 | 1524504 | 66655 | 3112407 | 3112407 | 2407242 |
Largest Losing Trade | -39507 | -28187 | -39507 | -1448672 | -1196453 | -1448672 |
Avg Bars in Trades | 115 | 96 | 135 | 115 | 96 | 135 |
Avg Bars in Winners | 192 | 170 | 211 | 192 | 170 | 211 |
Avg Bars in Losers | 58 | 49 | 68 | 58 | 49 | 68 |
Bars Traded | 7044 | 2992 | 4052 | 7044 | 2992 | 4052 |
Profit Streak | 43.9947 | 57.7447 | 0 | 43.9947 | 57.7447 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146988 | 644884 | -97452 | -159663 | -582981 | 366951 |
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{ "first_band": { "type": "ema", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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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