Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623990.1436 | 447082.4753 | 176907.6684 | 309478.2757 | 225358.6146 | 84119.6611 |
Total P&L (%) | 623.9901 | 447.0825 | 176.9077 | 309.4783 | 225.3586 | 84.1197 |
Avg Daily Profit (%) | 0.3897 | 0.2792 | 0.1105 | 0.0881 | 0.0737 | 0.0381 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116576 | -63986 | -132770 | -311144 | -262341 | -152008 |
Profit Factor | 1.9933 | 2.5625 | 1.5172 | 1.259 | 1.3794 | 1.1399 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 54.7445 | 55.8824 | 53.6232 | 54.7445 | 55.8824 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.6478 | 2.023 | 1.3122 | 1.0407 | 1.089 | 0.9859 |
Largest Winning Trade | 316322 | 316322 | 49634 | 91991 | 91991 | 80565 |
Largest Losing Trade | -90803 | -39008 | -90803 | -140645 | -140645 | -105603 |
Avg Bars in Trades | 136 | 137 | 135 | 136 | 137 | 135 |
Avg Bars in Winners | 127 | 116 | 138 | 127 | 116 | 138 |
Avg Bars in Losers | 146 | 163 | 131 | 146 | 163 | 131 |
Bars Traded | 18657 | 9338 | 9319 | 18657 | 9338 | 9319 |
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 | 519264 | -95234 | -145305 | -74564 | -202386 | -311461 |
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{ "first_band": { "type": "jma", "factors": { "length": 229, "offset": 107 } }, "second_band": { "type": "alma", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 229, "offset": 107 } }, "second_band": { "type": "alma", "factors": { "length": 210, "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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