Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556081.8954 | 386943.2708 | 169138.6246 | -1442571.2903 | 19894.0025 | -1462465.2929 |
Total P&L (%) | 556.0819 | 386.9433 | 169.1386 | -1442.5713 | 19.894 | -1462.4653 |
Avg Daily Profit (%) | 0.2938 | 0.2044 | 0.0894 | 0 | 0.0096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122310 | -49592 | -152992 | -1722117 | -585776 | -1552282 |
Profit Factor | 2.2081 | 2.9897 | 1.6363 | 0.4775 | 1.021 | 0.1931 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 21 | 23 | 32 | 18 | 14 |
Losing Trades | 32 | 17 | 15 | 44 | 20 | 24 |
Profitability (%) | 57.8947 | 55.2632 | 60.5263 | 42.1053 | 47.3684 | 36.8421 |
Ratio Avg Win / Avg Loss | 1.6059 | 2.4203 | 1.0671 | 0.6566 | 1.1344 | 0.331 |
Largest Winning Trade | 93447 | 93447 | 46429 | 338331 | 338331 | 104296 |
Largest Losing Trade | -112497 | -28929 | -112497 | -367256 | -167515 | -367256 |
Avg Bars in Trades | 144 | 154 | 133 | 144 | 154 | 133 |
Avg Bars in Winners | 128 | 133 | 124 | 153 | 178 | 122 |
Avg Bars in Losers | 165 | 181 | 147 | 137 | 133 | 140 |
Bars Traded | 10951 | 5882 | 5069 | 10951 | 5882 | 5069 |
Profit Streak | 18.8567 | 0 | 24.3567 | 0 | 84.1901 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38874 | 506324 | -69744 | -637625 | -384490 | -585881 |
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{ "first_band": { "type": "jma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 138, "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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