Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417593.9837 | 394682.7052 | 22911.2785 | -32996.1352 | 217295.0221 | -250291.1573 |
Total P&L (%) | 417.594 | 394.6827 | 22.9113 | -32.9961 | 217.295 | -250.2912 |
Avg Daily Profit (%) | 0.2617 | 0.2473 | 0.0144 | -0.0251 | 0.0724 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143489 | -127208 | -107839 | -472296 | -314890 | -308310 |
Profit Factor | 1.5347 | 2.0513 | 1.0565 | 0.9802 | 1.2984 | 0.7336 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 63 | 25 | 38 | 63 | 25 | 38 |
Losing Trades | 78 | 46 | 32 | 78 | 46 | 32 |
Profitability (%) | 44.6809 | 35.2113 | 54.2857 | 44.6809 | 35.2113 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9001 | 3.7744 | 0.8897 | 1.2136 | 2.3891 | 0.6177 |
Largest Winning Trade | 330260 | 330260 | 60011 | 281898 | 281898 | 89313 |
Largest Losing Trade | -42757 | -37851 | -42757 | -230593 | -170235 | -230593 |
Avg Bars in Trades | 33 | 27 | 38 | 33 | 27 | 38 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 23 | 17 | 32 | 23 | 17 | 32 |
Bars Traded | 4686 | 1973 | 2714 | 4686 | 1973 | 2714 |
Profit Streak | 0 | 0 | 7.9913 | 0 | 0 | 7.9913 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326955 | -80506 | -431612 | -580806 | -187555 | -673727 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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