Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704463.137 | 1677169.0083 | 27294.1287 | 1224142.2059 | 636704.5603 | 587437.6456 |
Total P&L (%) | 1704.4631 | 1677.169 | 27.2941 | 1224.1422 | 636.7046 | 587.4376 |
Avg Daily Profit (%) | 0.7182 | 0.7067 | 0.0115 | 0.1089 | 0.0842 | 0.0813 |
Buy And Hold Return (%) | 531.57 | 531.57 | 531.57 | 531.57 | 531.57 | 531.57 |
Max Trade Drawdown | -135428 | -139106 | -108130 | -1203925 | -1241052 | -318231 |
Profit Factor | 4.2761 | 6.7526 | 1.1193 | 1.3757 | 1.2906 | 1.5505 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.3211 | 11.0498 | 1.4924 | 2.0336 | 2.1118 | 2.0673 |
Largest Winning Trade | 1397167 | 1397167 | 59257 | 1431789 | 1431789 | 544748 |
Largest Losing Trade | -50327 | -44669 | -50327 | -560337 | -560337 | -281619 |
Avg Bars in Trades | 244 | 228 | 259 | 244 | 228 | 259 |
Avg Bars in Winners | 375 | 391 | 360 | 375 | 391 | 360 |
Avg Bars in Losers | 155 | 129 | 184 | 155 | 129 | 184 |
Bars Traded | 13909 | 6638 | 7271 | 13909 | 6638 | 7271 |
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 | -166448 | 474306 | -456347 | -233632 | -188000 | -238222 |
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{ "first_band": { "type": "rma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 234, "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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