Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426543.1466 | 413582.6705 | 12960.4761 | 247970.769 | 652059.5107 | -404088.7417 |
Total P&L (%) | 426.5431 | 413.5827 | 12.9605 | 247.9708 | 652.0595 | -404.0887 |
Avg Daily Profit (%) | 0.2349 | 0.2277 | 0.0071 | 0.0687 | 0.1112 | 0 |
Buy And Hold Return (%) | 150.2766 | 150.2766 | 150.2766 | 150.2766 | 150.2766 | 150.2766 |
Max Trade Drawdown | -112758 | -54285 | -101650 | -499026 | -186503 | -560877 |
Profit Factor | 1.8961 | 3.3329 | 1.0434 | 1.1539 | 2.1445 | 0.6119 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 2.1489 | 3.3329 | 1.3415 | 1.3078 | 2.1445 | 0.7867 |
Largest Winning Trade | 174658 | 174658 | 68085 | 404974 | 404974 | 145424 |
Largest Losing Trade | -54352 | -23822 | -54352 | -186812 | -132539 | -186812 |
Avg Bars in Trades | 51 | 27 | 74 | 51 | 27 | 74 |
Avg Bars in Winners | 82 | 36 | 134 | 82 | 36 | 134 |
Avg Bars in Losers | 24 | 19 | 28 | 24 | 19 | 28 |
Bars Traded | 3287 | 888 | 2399 | 3287 | 888 | 2399 |
Profit Streak | 59.9912 | 148.9912 | 0 | 59.9912 | 148.9912 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135890 | 435868 | -524331 | -305790 | -40801 | -583240 |
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{ "first_band": { "type": "jma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 9, "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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