Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502206.2635 | 397307.885 | 104898.3785 | 377832.608 | 257717.6473 | 120114.9607 |
Total P&L (%) | 502.2063 | 397.3079 | 104.8984 | 377.8326 | 257.7176 | 120.115 |
Avg Daily Profit (%) | 0.264 | 0.2089 | 0.0552 | 0.0823 | 0.067 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131581 | -137430 | -102770 | -365514 | -277019 | -224803 |
Profit Factor | 1.546 | 1.8753 | 1.2252 | 1.2747 | 1.3537 | 1.1857 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 38.1944 | 34.7222 | 41.6667 | 38.1944 | 34.7222 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5017 | 3.5256 | 1.7152 | 2.0626 | 2.5449 | 1.6599 |
Largest Winning Trade | 183108 | 183108 | 53564 | 151674 | 151674 | 138379 |
Largest Losing Trade | -33745 | -23674 | -33745 | -83264 | -63923 | -83264 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 87 | 82 | 91 | 87 | 82 | 91 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 7348 | 3611 | 3737 | 7348 | 3611 | 3737 |
Profit Streak | 620.4028 | 620.4028 | 670.1528 | 620.4028 | 620.4028 | 670.1528 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303220 | -73184 | -199899 | -84936 | -186344 | -234034 |
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{ "first_band": { "type": "jma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 30, "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) |
---|