Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189409.7765 | 1098612.9778 | 90796.7988 | 12686149.4581 | 9713660.6926 | 2972488.7656 |
Total P&L (%) | 1189.4098 | 1098.613 | 90.7968 | 12686.1495 | 9713.6607 | 2972.4888 |
Avg Daily Profit (%) | 0.4756 | 0.4393 | 0.0363 | 0.1942 | 0.1836 | 0.1371 |
Buy And Hold Return (%) | 1772.0345 | 1772.0345 | 1772.0345 | 1772.0345 | 1772.0345 | 1772.0345 |
Max Trade Drawdown | -87783 | -95681 | -62546 | -8872972 | -9224521 | -6193045 |
Profit Factor | 2.6945 | 3.8608 | 1.2856 | 1.2285 | 1.2999 | 1.1286 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 52 | 47 | 57 | 52 | 47 | 57 |
Ratio Avg Win / Avg Loss | 2.4872 | 4.3537 | 0.9698 | 1.134 | 1.4659 | 0.8514 |
Largest Winning Trade | 682784 | 682784 | 39428 | 6866208 | 6866208 | 3458381 |
Largest Losing Trade | -25175 | -22535 | -25175 | -3927244 | -2857789 | -3927244 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 47 | 55 | 41 | 47 | 55 | 41 |
Avg Bars in Losers | 23 | 15 | 32 | 23 | 15 | 32 |
Bars Traded | 7203 | 3439 | 3764 | 7203 | 3439 | 3764 |
Profit Streak | 17.162 | 23.162 | 17.162 | 17.162 | 23.162 | 17.162 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147869 | -149642 | -310653 | 360324 | 218176 | -98252 |
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{ "first_band": { "type": "jma", "factors": { "length": 5, "offset": 65 } }, "second_band": { "type": "tema", "factors": { "length": 246, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 5, "offset": 65 } }, "second_band": { "type": "tema", "factors": { "length": 246, "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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