Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51259.9497 | 148516.4614 | -97256.5117 | 1160620.1622 | -220904.6905 | 1381524.8527 |
Total P&L (%) | 51.26 | 148.5165 | -97.2565 | 1160.6202 | -220.9047 | 1381.5249 |
Avg Daily Profit (%) | 0.0504 | 0.146 | -0.0956 | 0.2494 | 0 | 0.2653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263091 | -52187 | -214231 | -1230876 | -612218 | -773790 |
Profit Factor | 1.0754 | 1.7649 | 0.7997 | 1.4714 | 0.798 | 2.0094 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 18 | 22 | 32 | 17 | 15 |
Losing Trades | 34 | 19 | 15 | 42 | 20 | 22 |
Profitability (%) | 54.0541 | 48.6486 | 59.4595 | 43.2432 | 45.9459 | 40.5405 |
Ratio Avg Win / Avg Loss | 0.9141 | 1.863 | 0.5452 | 1.9312 | 0.9388 | 2.9471 |
Largest Winning Trade | 84971 | 59180 | 84971 | 2197364 | 444532 | 2197364 |
Largest Losing Trade | -209766 | -26190 | -209766 | -581570 | -229800 | -581570 |
Avg Bars in Trades | 78 | 67 | 90 | 78 | 67 | 90 |
Avg Bars in Winners | 92 | 73 | 108 | 60 | 58 | 62 |
Avg Bars in Losers | 63 | 61 | 65 | 93 | 74 | 109 |
Bars Traded | 5844 | 2486 | 3358 | 5844 | 2486 | 3358 |
Profit Streak | 0 | 0 | 63.493 | 0 | 0 | 63.493 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -334082 | 168104 | -578987 | -60702 | -582349 | 334815 |
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{ "first_band": { "type": "jma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 181, "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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