Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882979.2973 | 860392.9869 | 22586.3104 | 700687.9209 | 1206355.6257 | -505667.7048 |
Total P&L (%) | 882.9793 | 860.393 | 22.5863 | 700.6879 | 1206.3556 | -505.6677 |
Avg Daily Profit (%) | 0.353 | 0.344 | 0.009 | 0.0832 | 0.1028 | 0 |
Buy And Hold Return (%) | 366.7768 | 366.7768 | 366.7768 | 366.7768 | 366.7768 | 366.7768 |
Max Trade Drawdown | -218442 | -88375 | -137897 | -4570655 | -1371519 | -3528749 |
Profit Factor | 2.329 | 3.9078 | 1.0613 | 1.065 | 1.2571 | 0.917 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 37.3626 | 41.3043 | 33.3333 | 37.3626 | 41.3043 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.9045 | 5.5532 | 2.1226 | 1.7854 | 1.7865 | 1.8339 |
Largest Winning Trade | 613750 | 613750 | 50450 | 1612869 | 1612869 | 1046345 |
Largest Losing Trade | -58574 | -24637 | -58574 | -1590013 | -627707 | -1590013 |
Avg Bars in Trades | 52 | 46 | 58 | 52 | 46 | 58 |
Avg Bars in Winners | 87 | 68 | 111 | 87 | 68 | 111 |
Avg Bars in Losers | 31 | 30 | 31 | 31 | 30 | 31 |
Bars Traded | 4764 | 2137 | 2627 | 4764 | 2137 | 2627 |
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 | 177688 | 301342 | -504956 | -241539 | -60573 | -584415 |
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{ "first_band": { "type": "jma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 76, "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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