Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139873.1198 | 971927.3613 | 167945.7585 | 2670832.232 | -1574165.4385 | 4244997.6705 |
Total P&L (%) | 1139.8731 | 971.9274 | 167.9458 | 2670.8322 | -1574.1654 | 4244.9977 |
Avg Daily Profit (%) | 0.4901 | 0.4179 | 0.0722 | 0.1429 | 0 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222961 | -181083 | -124804 | -31050861 | -26667505 | -9295066 |
Profit Factor | 1.9431 | 2.2939 | 1.3672 | 1.0377 | 0.9651 | 1.1651 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 172 | 91 | 81 | 172 | 91 | 81 |
Profitability (%) | 33.5907 | 30 | 37.2093 | 33.5907 | 30 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.8416 | 5.3524 | 2.3071 | 2.0515 | 2.252 | 1.9661 |
Largest Winning Trade | 470499 | 470499 | 66850 | 21178185 | 21178185 | 5807998 |
Largest Losing Trade | -36070 | -36070 | -19468 | -4644333 | -3080841 | -4644333 |
Avg Bars in Trades | 34 | 41 | 28 | 34 | 41 | 28 |
Avg Bars in Winners | 66 | 81 | 54 | 66 | 81 | 54 |
Avg Bars in Losers | 18 | 23 | 13 | 18 | 23 | 13 |
Bars Traded | 9034 | 5333 | 3701 | 9034 | 5333 | 3701 |
Profit Streak | 0 | 0 | 22.4197 | 0 | 0 | 22.4197 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330514 | 226082 | -99289 | -184824 | -585987 | -34474 |
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{ "first_band": { "type": "jma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "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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