Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612065.2547 | 543322.6378 | 68742.6169 | 1687555.0511 | 1285075.6728 | 402479.3783 |
Total P&L (%) | 612.0653 | 543.3226 | 68.7426 | 1687.5551 | 1285.0757 | 402.4794 |
Avg Daily Profit (%) | 0.3387 | 0.3007 | 0.038 | 0.1597 | 0.1456 | 0.0894 |
Buy And Hold Return (%) | 204.2228 | 204.2228 | 204.2228 | 204.2228 | 204.2228 | 204.2228 |
Max Trade Drawdown | -126842 | -63409 | -119780 | -714757 | -642968 | -410608 |
Profit Factor | 2.3259 | 3.3431 | 1.2992 | 1.6191 | 1.8436 | 1.3348 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 45 | 50 | 40 | 45 | 50 | 40 |
Ratio Avg Win / Avg Loss | 2.8428 | 3.3431 | 1.9488 | 1.979 | 1.8436 | 2.0022 |
Largest Winning Trade | 176268 | 176268 | 73165 | 857116 | 857116 | 637923 |
Largest Losing Trade | -43181 | -43181 | -32856 | -345257 | -304149 | -345257 |
Avg Bars in Trades | 57 | 47 | 67 | 57 | 47 | 67 |
Avg Bars in Winners | 88 | 61 | 122 | 88 | 61 | 122 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 3439 | 1416 | 2023 | 3439 | 1416 | 2023 |
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 | -164905 | 425875 | -310607 | -164685 | 168054 | -83244 |
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{ "first_band": { "type": "jma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 95, "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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