Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587318.5333 | 447410.9892 | 139907.5441 | 2219414.8227 | 1300701.2524 | 918713.5703 |
Total P&L (%) | 587.3185 | 447.411 | 139.9075 | 2219.4148 | 1300.7013 | 918.7136 |
Avg Daily Profit (%) | 0.2349 | 0.179 | 0.056 | 0.1258 | 0.1056 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119459 | -131550 | -73508 | -1850176 | -1367477 | -1002041 |
Profit Factor | 1.8559 | 2.2762 | 1.4169 | 1.3786 | 1.409 | 1.3425 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 48.1818 | 52.7273 | 43.6364 | 48.1818 | 52.7273 | 43.6364 |
Ratio Avg Win / Avg Loss | 1.996 | 2.0407 | 1.8302 | 1.4826 | 1.2633 | 1.734 |
Largest Winning Trade | 100358 | 100358 | 60795 | 688861 | 658380 | 688861 |
Largest Losing Trade | -30432 | -30432 | -24924 | -509720 | -494554 | -509720 |
Avg Bars in Trades | 44 | 43 | 44 | 44 | 43 | 44 |
Avg Bars in Winners | 63 | 57 | 70 | 63 | 57 | 70 |
Avg Bars in Losers | 26 | 27 | 24 | 26 | 27 | 24 |
Bars Traded | 4842 | 2388 | 2454 | 4842 | 2388 | 2454 |
Profit Streak | 246.1754 | 246.1754 | 285.1754 | 246.1754 | 246.1754 | 285.1754 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463197 | -166574 | -297439 | -23037 | -229137 | -248244 |
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{ "first_band": { "type": "jma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 51, "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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