Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736710.7048 | 705382.2337 | 31328.4711 | 1860059.429 | 1815968.0717 | 44091.3573 |
Total P&L (%) | 736.7107 | 705.3822 | 31.3285 | 1860.0594 | 1815.9681 | 44.0914 |
Avg Daily Profit (%) | 0.4051 | 0.3878 | 0.0172 | 0.1637 | 0.1625 | 0.0201 |
Buy And Hold Return (%) | 677.6399 | 677.6399 | 677.6399 | 677.6399 | 677.6399 | 677.6399 |
Max Trade Drawdown | -104276 | -84621 | -82740 | -955451 | -489075 | -771874 |
Profit Factor | 2.4787 | 4.4943 | 1.1057 | 1.4486 | 2.0374 | 1.0184 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 46.2687 | 51.5152 | 41.1765 | 46.2687 | 51.5152 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.8784 | 4.2299 | 1.5796 | 1.6822 | 1.9176 | 1.4549 |
Largest Winning Trade | 235475 | 235475 | 73917 | 788275 | 788275 | 691783 |
Largest Losing Trade | -53947 | -29979 | -53947 | -605850 | -342568 | -605850 |
Avg Bars in Trades | 102 | 80 | 123 | 102 | 80 | 123 |
Avg Bars in Winners | 158 | 107 | 221 | 158 | 107 | 221 |
Avg Bars in Losers | 53 | 52 | 54 | 53 | 52 | 54 |
Bars Traded | 6859 | 2661 | 4198 | 6859 | 2661 | 4198 |
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 | -246872 | -135802 | -442201 | -116235 | 301158 | -535538 |
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 170, "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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