Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240272.8129 | 1048263.4963 | 192009.3166 | 6982355.9356 | -77794.262 | 7060150.1976 |
Total P&L (%) | 1240.2728 | 1048.2635 | 192.0093 | 6982.3559 | -77.7943 | 7060.1502 |
Avg Daily Profit (%) | 0.534 | 0.4514 | 0.0827 | 0.1836 | -0.0648 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166368 | -121008 | -182784 | -35698287 | -31124377 | -14501696 |
Profit Factor | 2.0864 | 2.6634 | 1.3754 | 1.0732 | 0.9986 | 1.1712 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 32.4786 | 28.2051 | 36.7521 | 32.4786 | 28.2051 | 36.7521 |
Ratio Avg Win / Avg Loss | 4.3375 | 6.7795 | 2.367 | 2.2311 | 2.5418 | 2.0155 |
Largest Winning Trade | 523477 | 523477 | 66096 | 23355323 | 23355323 | 12041248 |
Largest Losing Trade | -32275 | -32275 | -30297 | -5452737 | -5452737 | -4004649 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 4497 | 2153 | 2344 | 4497 | 2153 | 2344 |
Profit Streak | 19.7376 | 0 | 21.7376 | 19.7376 | 0 | 21.7376 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363767 | -387 | -85485 | -135781 | -593654 | -27798 |
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{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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