Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1859039.7976 | -45119.0384 | -1813920.7592 | -122113.8583 | 2297988.3465 | -2420102.2048 |
Total P&L (%) | -1859.0398 | -45.119 | -1813.9208 | -122.1139 | 2297.9883 | -2420.1022 |
Avg Daily Profit (%) | -0.9925 | -0.0241 | -0.9685 | 0 | 0.1698 | 0 |
Buy And Hold Return (%) | 418.5156 | 418.5156 | 418.5156 | 418.5156 | 418.5156 | 418.5156 |
Max Trade Drawdown | -2018704 | -175563 | -1907377 | -4560599 | -100698 | -4865129 |
Profit Factor | 0.2422 | 0.8519 | 0.1557 | 0.9795 | 12.8275 | 0.5806 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 21 | 29 | 38 | 26 | 12 |
Losing Trades | 31 | 19 | 12 | 43 | 14 | 29 |
Profitability (%) | 61.7284 | 52.5 | 70.7317 | 46.9136 | 65 | 29.2683 |
Ratio Avg Win / Avg Loss | 0.1501 | 0.7707 | 0.0644 | 1.1084 | 6.9071 | 1.403 |
Largest Winning Trade | 34643 | 29720 | 34643 | 2987832 | 1351071 | 2987832 |
Largest Losing Trade | -1308768 | -58061 | -1308768 | -3765733 | -100698 | -3765733 |
Avg Bars in Trades | 89 | 100 | 79 | 89 | 100 | 79 |
Avg Bars in Winners | 53 | 52 | 53 | 121 | 123 | 118 |
Avg Bars in Losers | 148 | 153 | 141 | 61 | 57 | 63 |
Bars Traded | 7271 | 4015 | 3256 | 7271 | 4015 | 3256 |
Profit Streak | 81.9691 | 81.9691 | 132.9691 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593799 | -579463 | -576703 | -596589 | 621870 | -590078 |
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{ "first_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 115, "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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