Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2244041.0905 | 2049026.9497 | 195014.1408 | 29868297.7993 | -10412274.6225 | 40280572.4218 |
Total P&L (%) | 2244.0411 | 2049.027 | 195.0141 | 29868.2978 | -10412.2746 | 40280.5724 |
Avg Daily Profit (%) | 1.257 | 1.1478 | 0.1092 | 0.32 | 0 | 0.3367 |
Buy And Hold Return (%) | 556.5863 | 556.5863 | 556.5863 | 556.5863 | 556.5863 | 556.5863 |
Max Trade Drawdown | -89144 | -95867 | -59181 | -45850766 | -40381476 | -18833838 |
Profit Factor | 4.2217 | 6.6065 | 1.589 | 1.161 | 0.8977 | 1.4808 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 35 | 32.5 | 37.5 | 35 | 32.5 | 37.5 |
Ratio Avg Win / Avg Loss | 7.8403 | 13.7212 | 2.6484 | 2.1561 | 1.8645 | 2.4679 |
Largest Winning Trade | 1610838 | 1610838 | 58804 | 13841571 | 13841571 | 13416528 |
Largest Losing Trade | -23432 | -23432 | -16101 | -8914751 | -8914751 | -6969287 |
Avg Bars in Trades | 43 | 39 | 48 | 43 | 39 | 48 |
Avg Bars in Winners | 96 | 89 | 103 | 96 | 89 | 103 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 10520 | 4756 | 5764 | 10520 | 4756 | 5764 |
Profit Streak | 0 | 0 | 21.1939 | 0 | 0 | 21.1939 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504556 | 448192 | -214513 | -37876 | -585041 | 250588 |
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{ "first_band": { "type": "jma", "factors": { "length": 21, "offset": 112 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 21, "offset": 112 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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