Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156251.2421 | 1009977.0627 | 146274.1795 | 9899971.7441 | 2989581.8552 | 6910389.8889 |
Total P&L (%) | 1156.2512 | 1009.9771 | 146.2742 | 9899.9717 | 2989.5819 | 6910.3899 |
Avg Daily Profit (%) | 0.5001 | 0.4368 | 0.0633 | 0.1994 | 0.1485 | 0.184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92343 | -77550 | -123361 | -13796728 | -6211519 | -7585209 |
Profit Factor | 2.5065 | 3.8305 | 1.3562 | 1.3189 | 1.1861 | 1.4615 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Profitability (%) | 31.4961 | 29.6875 | 33.3333 | 31.4961 | 29.6875 | 33.3333 |
Ratio Avg Win / Avg Loss | 5.4517 | 9.0723 | 2.7124 | 2.8687 | 2.8091 | 2.9231 |
Largest Winning Trade | 447443 | 447443 | 84790 | 6080055 | 5987204 | 6080055 |
Largest Losing Trade | -63678 | -24879 | -63678 | -2763622 | -1949847 | -2763622 |
Avg Bars in Trades | 34 | 31 | 36 | 34 | 31 | 36 |
Avg Bars in Winners | 73 | 58 | 86 | 73 | 58 | 86 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 4336 | 2007 | 2329 | 4336 | 2007 | 2329 |
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 | 306767 | -131613 | -260351 | 89420 | -157772 | -143356 |
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{ "first_band": { "type": "jma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 9, "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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