Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182068.9586 | 1071746.7305 | 110322.2281 | 49580857.9253 | 55305863.5138 | -5725005.5886 |
Total P&L (%) | 1182.069 | 1071.7467 | 110.3222 | 49580.8579 | 55305.8635 | -5725.0056 |
Avg Daily Profit (%) | 0.6365 | 0.5771 | 0.0594 | 0.3349 | 0.3408 | 0 |
Buy And Hold Return (%) | 5008.5263 | 5008.5263 | 5008.5263 | 5008.5263 | 5008.5263 | 5008.5263 |
Max Trade Drawdown | -146221 | -164179 | -85062 | -26528788 | -25339314 | -24287604 |
Profit Factor | 1.8808 | 2.318 | 1.2086 | 1.2378 | 1.4291 | 0.9281 |
Total Trades | 425 | 212 | 213 | 425 | 212 | 213 |
Winning Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Losing Trades | 242 | 118 | 124 | 242 | 118 | 124 |
Profitability (%) | 43.0588 | 44.3396 | 41.784 | 43.0588 | 44.3396 | 41.784 |
Ratio Avg Win / Avg Loss | 2.4872 | 2.9098 | 1.6839 | 1.6369 | 1.7939 | 1.293 |
Largest Winning Trade | 187247 | 187247 | 29244 | 15828961 | 15828961 | 4818353 |
Largest Losing Trade | -36692 | -36692 | -17128 | -10786203 | -10786203 | -3644930 |
Avg Bars in Trades | 51 | 78 | 25 | 51 | 78 | 25 |
Avg Bars in Winners | 72 | 107 | 34 | 72 | 107 | 34 |
Avg Bars in Losers | 35 | 54 | 18 | 35 | 54 | 18 |
Bars Traded | 21956 | 16538 | 5418 | 21956 | 16538 | 5418 |
Profit Streak | 0 | 43.8082 | 0 | 0 | 43.8082 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150916 | -150762 | -281097 | 342982 | 380325 | -581469 |
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{ "first_band": { "type": "jma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 18, "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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