Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997062.5414 | 941677.4451 | 55385.0963 | 39199458.5941 | 32432179.0138 | 6767279.5802 |
Total P&L (%) | 997.0625 | 941.6774 | 55.3851 | 39199.4586 | 32432.179 | 6767.2796 |
Avg Daily Profit (%) | 0.5369 | 0.5071 | 0.0298 | 0.3222 | 0.312 | 0.228 |
Buy And Hold Return (%) | 8607.467 | 8607.467 | 8607.467 | 8607.467 | 8607.467 | 8607.467 |
Max Trade Drawdown | -87015 | -77627 | -142195 | -14336857 | -7731969 | -7283309 |
Profit Factor | 3.0236 | 5.4319 | 1.1976 | 2.5373 | 4.5043 | 1.4166 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Profitability (%) | 50.6329 | 58.9744 | 42.5 | 50.6329 | 58.9744 | 42.5 |
Ratio Avg Win / Avg Loss | 2.948 | 3.7787 | 1.6203 | 2.4739 | 3.1334 | 1.9166 |
Largest Winning Trade | 181169 | 181169 | 60917 | 10725226 | 5762621 | 10725226 |
Largest Losing Trade | -33893 | -33092 | -33893 | -5229562 | -5065867 | -5229562 |
Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Winners | 86 | 76 | 100 | 86 | 76 | 100 |
Avg Bars in Losers | 47 | 56 | 41 | 47 | 56 | 41 |
Bars Traded | 5314 | 2660 | 2654 | 5314 | 2660 | 2654 |
Profit Streak | 0 | 341.7598 | 0 | 0 | 341.7598 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180280 | -144435 | -323734 | -19005 | 596366 | -158481 |
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{ "first_band": { "type": "jma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 141, "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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