Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158609.1752 | 87782.336 | 70826.8392 | 154267.4992 | 23414.3462 | 130853.153 |
Total P&L (%) | 158.6092 | 87.7823 | 70.8268 | 154.2675 | 23.4143 | 130.8532 |
Avg Daily Profit (%) | 0.2748 | 0.1521 | 0.1227 | 0.1618 | 0.0365 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67285 | -50896 | -41034 | -90438 | -119899 | -42685 |
Profit Factor | 1.3571 | 1.3868 | 1.3261 | 1.2729 | 1.0748 | 1.5184 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 48.9011 | 49.4505 | 48.3516 | 48.9011 | 49.4505 | 48.3516 |
Ratio Avg Win / Avg Loss | 1.4181 | 1.4176 | 1.4165 | 1.3301 | 1.0987 | 1.6219 |
Largest Winning Trade | 49883 | 49883 | 28967 | 82705 | 82705 | 66315 |
Largest Losing Trade | -26668 | -20907 | -26668 | -43591 | -43591 | -32581 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Losers | 75 | 74 | 76 | 75 | 74 | 76 |
Bars Traded | 13356 | 6774 | 6581 | 13356 | 6774 | 6581 |
Profit Streak | 0 | 0 | 487.1114 | 0 | 0 | 487.1114 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317852 | 248805 | -29676 | 264550 | -287935 | 86498 |
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{ "first_band": { "type": "jma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 210, "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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