Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730696.4713 | 649902.5629 | 80793.9084 | 1697188.4709 | 973179.8871 | 724008.5839 |
Total P&L (%) | 730.6965 | 649.9026 | 80.7939 | 1697.1885 | 973.1799 | 724.0086 |
Avg Daily Profit (%) | 0.4024 | 0.3579 | 0.0445 | 0.1592 | 0.1308 | 0.1162 |
Buy And Hold Return (%) | 179.8229 | 179.8229 | 179.8229 | 179.8229 | 179.8229 | 179.8229 |
Max Trade Drawdown | -169438 | -74013 | -165957 | -696634 | -345169 | -366536 |
Profit Factor | 2.1206 | 3.0866 | 1.2372 | 1.9914 | 2.0166 | 1.9595 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.9453 | 4.287 | 1.7184 | 2.7659 | 2.8009 | 2.7215 |
Largest Winning Trade | 314166 | 314166 | 66759 | 492513 | 492513 | 474419 |
Largest Losing Trade | -58198 | -32938 | -58198 | -276052 | -237847 | -276052 |
Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Winners | 133 | 123 | 143 | 133 | 123 | 143 |
Avg Bars in Losers | 44 | 34 | 54 | 44 | 34 | 54 |
Bars Traded | 7013 | 3078 | 3935 | 7013 | 3078 | 3935 |
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 | 313160 | 345765 | -301567 | 307336 | -18371 | -39044 |
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 134, "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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