Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240542.7409 | 1028459.9609 | 212082.78 | 10160532.7399 | -649261.7878 | 10809794.5277 |
Total P&L (%) | 1240.5427 | 1028.46 | 212.0828 | 10160.5327 | -649.2618 | 10809.7945 |
Avg Daily Profit (%) | 0.5375 | 0.4456 | 0.0919 | 0.2008 | 0 | 0.2035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120454 | -101964 | -128535 | -32744071 | -29355172 | -10919598 |
Profit Factor | 2.2322 | 2.9051 | 1.4542 | 1.1162 | 0.9874 | 1.3015 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 33.8462 | 28.5714 | 39.1753 | 33.8462 | 28.5714 | 39.1753 |
Ratio Avg Win / Avg Loss | 4.3629 | 7.2626 | 2.2578 | 2.1816 | 2.4685 | 2.0208 |
Largest Winning Trade | 471179 | 471179 | 63269 | 24003067 | 24003067 | 11180548 |
Largest Losing Trade | -34202 | -34202 | -30297 | -8146521 | -8146521 | -4123524 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 4472 | 2089 | 2383 | 4472 | 2089 | 2383 |
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 | 366742 | 57407 | -72376 | -88548 | -592089 | 181617 |
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{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } }, "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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