Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229331.4704 | 244598.8386 | -15267.3682 | 126696.0321 | 926052.8957 | -799356.8636 |
Total P&L (%) | 229.3315 | 244.5988 | -15.2674 | 126.696 | 926.0529 | -799.3569 |
Avg Daily Profit (%) | 0.262 | 0.2795 | -0.0174 | 0.0936 | 0.2664 | 0 |
Buy And Hold Return (%) | 253.0336 | 253.0336 | 253.0336 | 253.0336 | 253.0336 | 253.0336 |
Max Trade Drawdown | -150623 | -57936 | -164584 | -1177622 | -248200 | -1283037 |
Profit Factor | 1.4336 | 2.2213 | 0.9536 | 1.0493 | 2.1128 | 0.54 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 48.4848 | 51.0204 | 46 | 48.4848 | 51.0204 | 46 |
Ratio Avg Win / Avg Loss | 1.5232 | 2.1325 | 1.1194 | 1.1149 | 2.0283 | 0.6339 |
Largest Winning Trade | 46430 | 46430 | 35552 | 397678 | 397678 | 203286 |
Largest Losing Trade | -60912 | -22197 | -60912 | -366653 | -248200 | -366653 |
Avg Bars in Trades | 34 | 30 | 37 | 34 | 30 | 37 |
Avg Bars in Winners | 41 | 34 | 49 | 41 | 34 | 49 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 3376 | 1507 | 1869 | 3376 | 1507 | 1869 |
Profit Streak | 39.5025 | 39.5025 | 67.2525 | 39.5025 | 39.5025 | 67.2525 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154512 | -152474 | -759751 | -399037 | 391465 | -761418 |
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{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 91, "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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