Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2115498.8062 | 1925290.0335 | 190208.7728 | 40415315.0973 | 4801567.8187 | 35613747.2786 |
Total P&L (%) | 2115.4988 | 1925.29 | 190.2088 | 40415.3151 | 4801.5678 | 35613.7473 |
Avg Daily Profit (%) | 1.1246 | 1.0235 | 0.1011 | 0.3197 | 0.2071 | 0.313 |
Buy And Hold Return (%) | 276.0638 | 276.0638 | 276.0638 | 276.0638 | 276.0638 | 276.0638 |
Max Trade Drawdown | -93960 | -79185 | -51478 | -27851350 | -23944453 | -9524852 |
Profit Factor | 4.5612 | 6.9264 | 1.7067 | 1.2926 | 1.0575 | 1.653 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 38.835 | 29.4118 | 48.0769 | 38.835 | 29.4118 | 48.0769 |
Ratio Avg Win / Avg Loss | 7.1839 | 16.6233 | 1.8432 | 2.0359 | 2.5379 | 1.7853 |
Largest Winning Trade | 1062889 | 1062889 | 56091 | 29161588 | 29161588 | 14401670 |
Largest Losing Trade | -35018 | -24203 | -35018 | -9762143 | -9762143 | -8477649 |
Avg Bars in Trades | 216 | 187 | 244 | 216 | 187 | 244 |
Avg Bars in Winners | 371 | 362 | 377 | 371 | 362 | 377 |
Avg Bars in Losers | 117 | 114 | 120 | 117 | 114 | 120 |
Bars Traded | 22260 | 9559 | 12701 | 22260 | 9559 | 12701 |
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 | 606710 | -168832 | -401330 | 221144 | -338821 | -168669 |
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{ "first_band": { "type": "ema", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "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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