Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407475.8815 | 353557.0982 | 53918.7833 | 123140.0961 | 925844.7239 | -802704.6278 |
Total P&L (%) | 407.4759 | 353.5571 | 53.9188 | 123.1401 | 925.8447 | -802.7046 |
Avg Daily Profit (%) | 0.2161 | 0.1875 | 0.0286 | 0.0426 | 0.1235 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202664 | -124667 | -120955 | -2218789 | -936403 | -2026963 |
Profit Factor | 1.6789 | 2.2222 | 1.1734 | 1.0239 | 1.4588 | 0.7436 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 44.1176 | 48.4848 | 46.2687 | 44.1176 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.9497 | 2.8147 | 1.2468 | 1.1891 | 1.8478 | 0.79 |
Largest Winning Trade | 198516 | 198516 | 56319 | 868121 | 868121 | 302522 |
Largest Losing Trade | -51204 | -39405 | -51204 | -1226465 | -423418 | -1226465 |
Avg Bars in Trades | 78 | 70 | 86 | 78 | 70 | 86 |
Avg Bars in Winners | 106 | 82 | 128 | 106 | 82 | 128 |
Avg Bars in Losers | 54 | 60 | 47 | 54 | 60 | 47 |
Bars Traded | 5264 | 2396 | 2868 | 5264 | 2396 | 2868 |
Profit Streak | 168.1484 | 180.1484 | 168.1484 | 168.1484 | 180.1484 | 168.1484 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110435 | 374716 | -185565 | -451642 | -26869 | -580811 |
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{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "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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