Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382153.1863 | 1142232.1044 | 239921.0819 | 15222879.9582 | 2765510.3626 | 12457369.5956 |
Total P&L (%) | 1382.1532 | 1142.2321 | 239.9211 | 15222.88 | 2765.5104 | 12457.3696 |
Avg Daily Profit (%) | 0.5947 | 0.4915 | 0.1032 | 0.2168 | 0.1445 | 0.2082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113606 | -94449 | -119467 | -18980796 | -17533750 | -8214657 |
Profit Factor | 2.4206 | 3.1732 | 1.5363 | 1.3061 | 1.0924 | 1.6286 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 43.9189 | 40.5405 | 47.2973 | 43.9189 | 40.5405 | 47.2973 |
Ratio Avg Win / Avg Loss | 3.0909 | 4.654 | 1.7119 | 1.6678 | 1.6023 | 1.8147 |
Largest Winning Trade | 424535 | 424535 | 65876 | 15950573 | 15950573 | 9183442 |
Largest Losing Trade | -33510 | -33510 | -28651 | -6647054 | -6647054 | -5655105 |
Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Winners | 97 | 99 | 94 | 97 | 99 | 94 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 8994 | 4581 | 4413 | 8994 | 4581 | 4413 |
Profit Streak | 19.3285 | 0 | 29.3285 | 19.3285 | 0 | 29.3285 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525899 | -51543 | -117488 | 287932 | -185610 | -53777 |
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{ "first_band": { "type": "jma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 45, "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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