Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86008.0818 | 172671.7433 | -86663.6615 | -72091.6987 | 1834399.4015 | -1906491.1001 |
Total P&L (%) | 86.0081 | 172.6717 | -86.6637 | -72.0917 | 1834.3994 | -1906.4911 |
Avg Daily Profit (%) | 0.0974 | 0.1956 | -0.0982 | -0.1445 | 0.3362 | 0 |
Buy And Hold Return (%) | 248.185 | 248.185 | 248.185 | 248.185 | 248.185 | 248.185 |
Max Trade Drawdown | -319406 | -105905 | -261894 | -2238872 | -215790 | -2786892 |
Profit Factor | 1.1519 | 1.9014 | 0.7688 | 0.9814 | 4.1733 | 0.4219 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 56.701 | 57.1429 | 56.25 | 56.701 | 57.1429 | 56.25 |
Ratio Avg Win / Avg Loss | 0.8796 | 1.4261 | 0.5979 | 0.7494 | 3.13 | 0.3281 |
Largest Winning Trade | 58645 | 58645 | 30614 | 391167 | 391167 | 335847 |
Largest Losing Trade | -79106 | -30839 | -79106 | -1592527 | -165992 | -1592527 |
Avg Bars in Trades | 106 | 94 | 118 | 106 | 94 | 118 |
Avg Bars in Winners | 103 | 90 | 117 | 103 | 90 | 117 |
Avg Bars in Losers | 110 | 100 | 119 | 110 | 100 | 119 |
Bars Traded | 10315 | 4643 | 5672 | 10315 | 4643 | 5672 |
Profit Streak | 0 | 0 | 14.2512 | 0 | 0 | 14.2512 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282682 | -154673 | -579285 | -579650 | 626852 | -579285 |
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{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 248, "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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