Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995921.5643 | 736254.5734 | 259666.9909 | 3812127.7738 | 1843719.2929 | 1968408.4809 |
Total P&L (%) | 995.9216 | 736.2546 | 259.667 | 3812.1278 | 1843.7193 | 1968.4085 |
Avg Daily Profit (%) | 0.6708 | 0.4959 | 0.1749 | 0.2473 | 0.2001 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112877 | -121472 | -61978 | -8118955 | -7464069 | -2366240 |
Profit Factor | 2.2606 | 2.5173 | 1.8518 | 1.137 | 1.1129 | 1.1712 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 41.7219 | 36 | 47.3684 | 41.7219 | 36 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.1576 | 4.4752 | 2.0576 | 1.5882 | 1.9785 | 1.3013 |
Largest Winning Trade | 484537 | 484537 | 38014 | 4480519 | 4480519 | 2398766 |
Largest Losing Trade | -25453 | -25453 | -17940 | -2055926 | -2055926 | -1544489 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 92 | 87 | 95 | 92 | 87 | 95 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 8718 | 3815 | 4902 | 8718 | 3815 | 4902 |
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 | 501724 | -47037 | -39560 | -62706 | -149582 | -74603 |
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{ "first_band": { "type": "jma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 79, "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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