Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138852.6365 | 184854.7661 | -46002.1296 | -2896799.3477 | -1325441.9916 | -1571357.3561 |
Total P&L (%) | 138.8526 | 184.8548 | -46.0021 | -2896.7993 | -1325.442 | -1571.3574 |
Avg Daily Profit (%) | 0.1285 | 0.171 | -0.0426 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10.1733 | 10.1733 | 10.1733 | 10.1733 | 10.1733 | 10.1733 |
Max Trade Drawdown | -87645 | -39699 | -62588 | -2659887 | -1336967 | -1405667 |
Profit Factor | 1.3135 | 2.7743 | 0.8642 | 0.3436 | 0.3856 | 0.3033 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 19 | 20 | 24 | 13 | 11 |
Losing Trades | 25 | 13 | 12 | 40 | 19 | 21 |
Profitability (%) | 60.9375 | 59.375 | 62.5 | 37.5 | 40.625 | 34.375 |
Ratio Avg Win / Avg Loss | 0.842 | 1.8982 | 0.5185 | 0.5726 | 0.5636 | 0.5791 |
Largest Winning Trade | 32635 | 32635 | 28726 | 205803 | 205803 | 151080 |
Largest Losing Trade | -237566 | -39457 | -237566 | -688164 | -688164 | -357700 |
Avg Bars in Trades | 62 | 51 | 73 | 62 | 51 | 73 |
Avg Bars in Winners | 59 | 35 | 81 | 64 | 75 | 51 |
Avg Bars in Losers | 68 | 75 | 59 | 61 | 35 | 85 |
Bars Traded | 4013 | 1659 | 2354 | 4013 | 1659 | 2354 |
Profit Streak | 25.4547 | 27.7047 | 25.4547 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163619 | 535047 | -578647 | -729416 | -584456 | -586886 |
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{ "first_band": { "type": "jma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 215, "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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