Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1258971.5553 | 1121563.7313 | 137407.8239 | 6249716.0589 | 3369263.5912 | 2880452.4676 |
Total P&L (%) | 1258.9716 | 1121.5637 | 137.4078 | 6249.7161 | 3369.2636 | 2880.4525 |
Avg Daily Profit (%) | 0.6663 | 0.5936 | 0.0727 | 0.2199 | 0.1879 | 0.1798 |
Buy And Hold Return (%) | 286.252 | 286.252 | 286.252 | 286.252 | 286.252 | 286.252 |
Max Trade Drawdown | -161381 | -55632 | -127106 | -1410940 | -627248 | -1361993 |
Profit Factor | 4.08 | 7.3681 | 1.5906 | 2.313 | 2.9965 | 1.9375 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 45.122 | 39.0244 | 51.2195 | 45.122 | 39.0244 | 51.2195 |
Ratio Avg Win / Avg Loss | 4.9621 | 11.5127 | 1.5149 | 2.8131 | 4.682 | 1.8453 |
Largest Winning Trade | 677791 | 677791 | 65520 | 1748140 | 1533126 | 1748140 |
Largest Losing Trade | -75908 | -24716 | -75908 | -1361993 | -475120 | -1361993 |
Avg Bars in Trades | 132 | 117 | 148 | 132 | 117 | 148 |
Avg Bars in Winners | 232 | 213 | 247 | 232 | 213 | 247 |
Avg Bars in Losers | 50 | 55 | 44 | 50 | 55 | 44 |
Bars Traded | 10899 | 4805 | 6094 | 10899 | 4805 | 6094 |
Profit Streak | 0 | 14.6068 | 0 | 0 | 14.6068 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237619 | 503730 | -258456 | 69757 | 360539 | 422596 |
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{ "first_band": { "type": "jma", "factors": { "length": 151, "offset": 186 } }, "second_band": { "type": "alma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 151, "offset": 186 } }, "second_band": { "type": "alma", "factors": { "length": 14, "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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