Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1175360.9995 | 24117.164 | -1199478.1635 | -742408.499 | -4620443.0203 | 3878034.5213 |
Total P&L (%) | -1175.361 | 24.1172 | -1199.4782 | -742.4085 | -4620.443 | 3878.0345 |
Avg Daily Profit (%) | -0.645 | 0.0132 | -0.6582 | 0 | 0 | 0.2023 |
Buy And Hold Return (%) | 741.3609 | 741.3609 | 741.3609 | 741.3609 | 741.3609 | 741.3609 |
Max Trade Drawdown | -1225983 | -147107 | -568537 | -11533122 | -8955088 | -2578034 |
Profit Factor | 0.3274 | 1.0808 | 0.1723 | 0.9543 | 0.5662 | 1.6945 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 19 | 16 | 24 | 10 | 14 |
Losing Trades | 24 | 11 | 13 | 35 | 20 | 15 |
Profitability (%) | 59.322 | 63.3333 | 55.1724 | 40.678 | 33.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2245 | 0.6257 | 0.14 | 1.3916 | 1.1325 | 1.8156 |
Largest Winning Trade | 54589 | 54589 | 30198 | 4590635 | 1840497 | 4590635 |
Largest Losing Trade | -734839 | -79209 | -734839 | -8097912 | -8097912 | -1741557 |
Avg Bars in Trades | 88 | 94 | 83 | 88 | 94 | 83 |
Avg Bars in Winners | 47 | 51 | 42 | 91 | 105 | 81 |
Avg Bars in Losers | 149 | 168 | 133 | 87 | 88 | 85 |
Bars Traded | 5249 | 2835 | 2414 | 5249 | 2835 | 2414 |
Profit Streak | 26.1839 | 175.8505 | 0 | 0 | 0 | 164.8505 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758527 | -471153 | -580162 | -762514 | -585640 | 385816 |
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{ "first_band": { "type": "jma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 3 } } }
# | 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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