Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096857.6435 | 1101686.5631 | -4828.9196 | 569638.461 | 742137.5567 | -172499.0957 |
Total P&L (%) | 1096.8576 | 1101.6866 | -4.8289 | 569.6385 | 742.1376 | -172.4991 |
Avg Daily Profit (%) | 0.6046 | 0.6072 | -0.0027 | 0.1049 | 0.1175 | 0 |
Buy And Hold Return (%) | 513.6507 | 513.6507 | 513.6507 | 513.6507 | 513.6507 | 513.6507 |
Max Trade Drawdown | -113774 | -114269 | -54553 | -1241155 | -1026130 | -667576 |
Profit Factor | 3.2733 | 5.2882 | 0.9786 | 1.1329 | 1.3116 | 0.9094 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 44.4444 | 40 | 48.7805 | 44.4444 | 40 | 48.7805 |
Ratio Avg Win / Avg Loss | 4.0916 | 7.9323 | 1.0275 | 1.4161 | 1.9673 | 0.9549 |
Largest Winning Trade | 650489 | 650489 | 55970 | 870934 | 870934 | 525182 |
Largest Losing Trade | -52577 | -52577 | -37716 | -551151 | -551151 | -437670 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 91 | 103 | 82 | 91 | 103 | 82 |
Avg Bars in Losers | 40 | 25 | 56 | 40 | 25 | 56 |
Bars Traded | 5112 | 2275 | 2836 | 5112 | 2275 | 2836 |
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 | -6671 | 350652 | -579549 | -277215 | -65691 | -581216 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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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