Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738838.2076 | 580601.03 | 158237.1776 | 2247677.0757 | 594480.0171 | 1653197.0586 |
Total P&L (%) | 738.8382 | 580.601 | 158.2372 | 2247.6771 | 594.48 | 1653.1971 |
Avg Daily Profit (%) | 0.3738 | 0.2937 | 0.08 | 0.1598 | 0.0981 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129653 | -129742 | -142791 | -4657870 | -4027387 | -1234168 |
Profit Factor | 2.0712 | 2.7198 | 1.4494 | 1.219 | 1.0944 | 1.4165 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.8889 | 46.6667 | 51.1111 | 48.8889 | 46.6667 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1654 | 3.1084 | 1.3864 | 1.2744 | 1.2508 | 1.3549 |
Largest Winning Trade | 242272 | 242272 | 71446 | 2300877 | 2279516 | 2300877 |
Largest Losing Trade | -51776 | -50357 | -51776 | -2780374 | -2780374 | -853622 |
Avg Bars in Trades | 83 | 77 | 89 | 83 | 77 | 89 |
Avg Bars in Winners | 121 | 104 | 136 | 121 | 104 | 136 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 7523 | 3479 | 4045 | 7523 | 3479 | 4045 |
Profit Streak | 0 | 0 | 652.8825 | 0 | 0 | 652.8825 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477670 | 460720 | -83910 | 255271 | -179479 | 104225 |
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 38, "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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