Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2001518.1075 | 1835833.0003 | 165685.1073 | 21592188.7453 | 3641505.3225 | 17950683.4228 |
Total P&L (%) | 2001.5181 | 1835.833 | 165.6851 | 21592.1887 | 3641.5053 | 17950.6834 |
Avg Daily Profit (%) | 1.0631 | 0.9751 | 0.088 | 0.2861 | 0.1926 | 0.2764 |
Buy And Hold Return (%) | 474.1472 | 474.1472 | 474.1472 | 474.1472 | 474.1472 | 474.1472 |
Max Trade Drawdown | -89723 | -93633 | -54573 | -27412576 | -20832472 | -15157654 |
Profit Factor | 5.4665 | 7.2358 | 2.0778 | 1.2522 | 1.0676 | 1.5657 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 46.7532 | 41.0256 | 52.6316 | 46.7532 | 41.0256 | 52.6316 |
Ratio Avg Win / Avg Loss | 6.2257 | 10.4015 | 1.87 | 1.4261 | 1.5347 | 1.4091 |
Largest Winning Trade | 1216451 | 1216451 | 60618 | 15326362 | 15326362 | 12657380 |
Largest Losing Trade | -29052 | -29052 | -19715 | -4911329 | -4911329 | -4503994 |
Avg Bars in Trades | 141 | 122 | 160 | 141 | 122 | 160 |
Avg Bars in Winners | 205 | 195 | 214 | 205 | 195 | 214 |
Avg Bars in Losers | 84 | 72 | 99 | 84 | 72 | 99 |
Bars Traded | 10871 | 4787 | 6084 | 10871 | 4787 | 6084 |
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 | -28034 | 577466 | -236939 | -38974 | -140560 | 387066 |
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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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