Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697648.2828 | 487115.9905 | 210532.2922 | 1980401.7767 | 1019192.6447 | 961209.132 |
Total P&L (%) | 697.6483 | 487.116 | 210.5323 | 1980.4018 | 1019.1926 | 961.2091 |
Avg Daily Profit (%) | 0.4714 | 0.3291 | 0.1423 | 0.2053 | 0.1633 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92260 | -78581 | -43497 | -2909963 | -1502447 | -1686413 |
Profit Factor | 2.4947 | 2.8215 | 2.0563 | 1.2853 | 1.3116 | 1.2619 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 33.0189 | 28.3019 | 37.7358 | 33.0189 | 28.3019 | 37.7358 |
Ratio Avg Win / Avg Loss | 5.0607 | 7.1478 | 3.3929 | 2.6074 | 3.3227 | 2.0821 |
Largest Winning Trade | 346604 | 346604 | 63282 | 1587156 | 1357843 | 1587156 |
Largest Losing Trade | -18979 | -18979 | -18460 | -898473 | -534404 | -898473 |
Avg Bars in Trades | 40 | 29 | 51 | 40 | 29 | 51 |
Avg Bars in Winners | 89 | 60 | 110 | 89 | 60 | 110 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 4323 | 1587 | 2736 | 4323 | 1587 | 2736 |
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 | 316452 | -181207 | -184052 | 103188 | -186327 | -176169 |
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{ "first_band": { "type": "jma", "factors": { "length": 9, "offset": 77 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 9, "offset": 77 } }, "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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