Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1441911.664 | 1399377.7455 | 42533.9185 | 30842027.0932 | 30591766.3956 | 250260.6976 |
Total P&L (%) | 1441.9117 | 1399.3777 | 42.5339 | 30842.0271 | 30591.7664 | 250.2607 |
Avg Daily Profit (%) | 0.7765 | 0.7536 | 0.0229 | 0.3093 | 0.3089 | 0.0675 |
Buy And Hold Return (%) | 8697.5156 | 8697.5156 | 8697.5156 | 8697.5156 | 8697.5156 | 8697.5156 |
Max Trade Drawdown | -89108 | -88982 | -78242 | -10102607 | -3962471 | -8521696 |
Profit Factor | 4.6565 | 9.2134 | 1.1899 | 2.0239 | 4.1412 | 1.0123 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.6565 | 8.5991 | 1.2749 | 2.0239 | 3.8651 | 1.0846 |
Largest Winning Trade | 526573 | 526573 | 59176 | 9272532 | 9272532 | 7171838 |
Largest Losing Trade | -40212 | -40212 | -36533 | -8521696 | -3670313 | -8521696 |
Avg Bars in Trades | 180 | 182 | 178 | 180 | 182 | 178 |
Avg Bars in Winners | 267 | 291 | 241 | 267 | 291 | 241 |
Avg Bars in Losers | 93 | 65 | 120 | 93 | 65 | 120 |
Bars Traded | 10470 | 5285 | 5185 | 10470 | 5285 | 5185 |
Profit Streak | 0 | 166.3287 | 0 | 0 | 166.3287 | 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 | -324769 | -143344 | -340391 | -169307 | 526232 | -476289 |
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{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 115 } }, "second_band": { "type": "tema", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 115 } }, "second_band": { "type": "tema", "factors": { "length": 94, "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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