Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1708119.7579 | -78047.6257 | -1630072.1321 | -43106.7709 | -2209109.2623 | 2166002.4914 |
Total P&L (%) | -1708.1198 | -78.0476 | -1630.0721 | -43.1068 | -2209.1093 | 2166.0025 |
Avg Daily Profit (%) | -0.9245 | -0.0422 | -0.8822 | -0.0305 | 0 | 0.169 |
Buy And Hold Return (%) | 61.5843 | 61.5843 | 61.5843 | 61.5843 | 61.5843 | 61.5843 |
Max Trade Drawdown | -1825327 | -157364 | -1728386 | -4693789 | -2692908 | -3768091 |
Profit Factor | 0.2211 | 0.7354 | 0.1411 | 0.9956 | 0.5193 | 1.416 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 19 | 27 | 42 | 18 | 24 |
Losing Trades | 29 | 18 | 11 | 33 | 19 | 14 |
Profitability (%) | 61.3333 | 51.3514 | 71.0526 | 56 | 48.6486 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.1394 | 0.6967 | 0.0575 | 0.7823 | 0.5481 | 0.826 |
Largest Winning Trade | 43678 | 43678 | 24286 | 6436038 | 1724284 | 6436038 |
Largest Losing Trade | -1562327 | -65095 | -1562327 | -2244598 | -1004810 | -2244598 |
Avg Bars in Trades | 141 | 154 | 128 | 141 | 154 | 128 |
Avg Bars in Winners | 89 | 100 | 80 | 101 | 113 | 92 |
Avg Bars in Losers | 224 | 211 | 245 | 192 | 193 | 191 |
Bars Traded | 10610 | 5719 | 4891 | 10610 | 5719 | 4891 |
Profit Streak | 0 | 153.7847 | 0 | 0 | 153.7847 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640308 | -579633 | -578035 | -641000 | -580334 | 310235 |
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{ "first_band": { "type": "jma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 80 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 80 } } }
# | 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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