Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872953.8824 | 966132.8583 | -93178.9759 | -105032.752 | 777362.1233 | -882394.8753 |
Total P&L (%) | 872.9539 | 966.1329 | -93.179 | -105.0328 | 777.3621 | -882.3949 |
Avg Daily Profit (%) | 0.4728 | 0.5232 | -0.0505 | 0 | 0.1177 | 0 |
Buy And Hold Return (%) | 201.1806 | 201.1806 | 201.1806 | 201.1806 | 201.1806 | 201.1806 |
Max Trade Drawdown | -311576 | -191822 | -180099 | -1289330 | -237911 | -1101154 |
Profit Factor | 2.3693 | 4.132 | 0.7168 | 0.9251 | 4.0146 | 0.229 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 12 | 17 | 36 | 22 | 14 |
Losing Trades | 36 | 21 | 15 | 29 | 11 | 18 |
Profitability (%) | 44.6154 | 36.3636 | 53.125 | 55.3846 | 66.6667 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9412 | 7.231 | 0.6325 | 0.7452 | 2.0073 | 0.2944 |
Largest Winning Trade | 966359 | 966359 | 69269 | 949809 | 949809 | 211945 |
Largest Losing Trade | -104684 | -53869 | -104684 | -654458 | -124620 | -654458 |
Avg Bars in Trades | 107 | 111 | 104 | 107 | 111 | 104 |
Avg Bars in Winners | 121 | 147 | 102 | 106 | 113 | 94 |
Avg Bars in Losers | 97 | 90 | 105 | 109 | 106 | 111 |
Bars Traded | 7013 | 3678 | 3335 | 7013 | 3678 | 3335 |
Profit Streak | 0 | 0 | 0 | 83.1879 | 83.1879 | 143.9379 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125410 | 400386 | -580405 | -715118 | -28054 | -582668 |
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{ "first_band": { "type": "jma", "factors": { "length": 14, "offset": 223 } }, "second_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 14, "offset": 223 } }, "second_band": { "type": "sma", "factors": { "length": 174, "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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