Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1818911.3751 | 85756.9766 | -1904668.3517 | -7896930.9291 | -32795348.0736 | 24898417.1445 |
Total P&L (%) | -1818.9114 | 85.757 | -1904.6684 | -7896.9309 | -32795.3481 | 24898.4171 |
Avg Daily Profit (%) | -0.974 | 0.0459 | -1.0199 | 0 | 0 | 0.2961 |
Buy And Hold Return (%) | 8865.9691 | 8865.9691 | 8865.9691 | 8865.9691 | 8865.9691 | 8865.9691 |
Max Trade Drawdown | -1975130 | -162890 | -1961255 | -46963567 | -38878811 | -10766909 |
Profit Factor | 0.219 | 1.3908 | 0.0972 | 0.8723 | 0.2487 | 2.3694 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 29 | 12 | 17 |
Losing Trades | 22 | 11 | 11 | 31 | 18 | 13 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 48.3333 | 40 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.1268 | 0.8052 | 0.0562 | 0.9324 | 0.373 | 1.8119 |
Largest Winning Trade | 61839 | 61839 | 24368 | 25848574 | 6061825 | 25848574 |
Largest Losing Trade | -1202685 | -59416 | -1202685 | -18020547 | -18020547 | -7182890 |
Avg Bars in Trades | 114 | 112 | 116 | 114 | 112 | 116 |
Avg Bars in Winners | 56 | 71 | 42 | 84 | 75 | 91 |
Avg Bars in Losers | 215 | 184 | 245 | 143 | 137 | 150 |
Bars Traded | 6890 | 3384 | 3506 | 6890 | 3384 | 3506 |
Profit Streak | 110.5754 | 151.0754 | 110.5754 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751195 | -295739 | -578534 | -754925 | -584714 | 392662 |
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{ "first_band": { "type": "jma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "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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