Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22000.2173 | -1453.2256 | 23453.4429 | 23006.9024 | -2211.9361 | 25218.8385 |
Total P&L (%) | 22.0002 | -1.4532 | 23.4534 | 23.0069 | -2.2119 | 25.2188 |
Avg Daily Profit (%) | 0.4224 | -0.0279 | 0.4503 | 0.3984 | -0.0429 | 0.4328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13007 | -6262 | -10482 | -15029 | -7407 | -12019 |
Profit Factor | 1.8575 | 0.832 | 2.3793 | 1.7751 | 0.782 | 2.2911 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.1538 | 39.3939 | 53.125 | 46.1538 | 39.3939 | 53.125 |
Ratio Avg Win / Avg Loss | 2.1671 | 1.28 | 2.0994 | 2.071 | 1.2031 | 2.0215 |
Largest Winning Trade | 8188 | 2867 | 8188 | 9169 | 3059 | 9169 |
Largest Losing Trade | -5610 | -1866 | -5610 | -6321 | -2257 | -6321 |
Avg Bars in Trades | 356 | 19 | 704 | 356 | 19 | 704 |
Avg Bars in Winners | 419 | 29 | 718 | 419 | 29 | 718 |
Avg Bars in Losers | 302 | 13 | 688 | 302 | 13 | 688 |
Bars Traded | 23196 | 653 | 22543 | 23196 | 653 | 22543 |
Profit Streak | 0 | 0 | 5.803 | 0 | 0 | 5.803 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132338 | -584484 | 314026 | -132031 | -584484 | 340306 |
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{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 66, "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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