Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446486.5939 | 273134.5534 | 173352.0404 | 1238163.296 | 757891.2635 | 480272.0325 |
Total P&L (%) | 446.4866 | 273.1346 | 173.352 | 1238.1633 | 757.8913 | 480.272 |
Avg Daily Profit (%) | 0.3299 | 0.2018 | 0.1281 | 0.1919 | 0.1589 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67292 | -49241 | -74817 | -746353 | -728786 | -539697 |
Profit Factor | 1.6894 | 1.8437 | 1.5351 | 1.3064 | 1.3628 | 1.2461 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 44.7205 | 41.9753 | 47.5 | 44.7205 | 41.9753 | 47.5 |
Ratio Avg Win / Avg Loss | 2.0883 | 2.5487 | 1.6967 | 1.6149 | 1.8839 | 1.3772 |
Largest Winning Trade | 93924 | 93924 | 40888 | 487681 | 487681 | 359355 |
Largest Losing Trade | -27795 | -23008 | -27795 | -230471 | -209906 | -230471 |
Avg Bars in Trades | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Winners | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 7744 | 3621 | 4123 | 7744 | 3621 | 4123 |
Profit Streak | 15.8081 | 31.9747 | 0 | 15.8081 | 31.9747 | 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 | 406875 | -2945 | -39814 | 308594 | -4815 | -40135 |
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 14, "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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