Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842337.8441 | 802513.0211 | 39824.823 | 300136.3264 | -1507758.2491 | 1807894.5755 |
Total P&L (%) | 842.3378 | 802.513 | 39.8248 | 300.1363 | -1507.7582 | 1807.8946 |
Avg Daily Profit (%) | 0.3621 | 0.345 | 0.0171 | 0.0596 | 0 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158835 | -128639 | -118232 | -4211559 | -5145791 | -1837914 |
Profit Factor | 2.0208 | 2.9225 | 1.0977 | 1.0222 | 0.8199 | 1.3501 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 35.6164 | 35.1351 | 36.1111 | 35.6164 | 35.1351 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.653 | 5.3955 | 1.942 | 1.8478 | 1.5137 | 2.3886 |
Largest Winning Trade | 320124 | 320124 | 69138 | 1673484 | 1321609 | 1673484 |
Largest Losing Trade | -53583 | -41611 | -53583 | -1150929 | -1150929 | -1027371 |
Avg Bars in Trades | 59 | 57 | 62 | 59 | 57 | 62 |
Avg Bars in Winners | 99 | 78 | 121 | 99 | 78 | 121 |
Avg Bars in Losers | 38 | 45 | 29 | 38 | 45 | 29 |
Bars Traded | 4379 | 2116 | 2263 | 4379 | 2116 | 2263 |
Profit Streak | 0 | 0 | 50.6074 | 0 | 0 | 50.6074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68607 | 326969 | -289029 | -390196 | -583775 | -26598 |
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{ "first_band": { "type": "jma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 30, "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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