Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171749.8473 | 11002.7489 | 160747.0984 | 111131.4931 | 4451.8408 | 106679.6523 |
Total P&L (%) | 171.7498 | 11.0027 | 160.7471 | 111.1315 | 4.4518 | 106.6797 |
Avg Daily Profit (%) | 0.1664 | 0.0107 | 0.1557 | 0.0724 | 0.0042 | 0.0703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95960 | -28730 | -84985 | -117520 | -48274 | -104067 |
Profit Factor | 1.7053 | 1.1835 | 1.8758 | 1.2825 | 1.0487 | 1.3531 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 47.541 | 35.4839 | 60 | 47.541 | 35.4839 | 60 |
Ratio Avg Win / Avg Loss | 1.8817 | 2.1517 | 1.2505 | 1.4151 | 1.9068 | 0.9021 |
Largest Winning Trade | 49479 | 25978 | 49479 | 69197 | 40237 | 69197 |
Largest Losing Trade | -52500 | -7367 | -52500 | -104067 | -12569 | -104067 |
Avg Bars in Trades | 329 | 31 | 637 | 329 | 31 | 637 |
Avg Bars in Winners | 347 | 44 | 531 | 347 | 44 | 531 |
Avg Bars in Losers | 313 | 23 | 795 | 313 | 23 | 795 |
Bars Traded | 20092 | 966 | 19126 | 20092 | 966 | 19126 |
Profit Streak | 30.7408 | 116.1574 | 0 | 30.7408 | 116.1574 | 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 | -155850 | -335522 | 393862 | -262697 | -523483 | -99022 |
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{ "first_band": { "type": "jma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 63, "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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