Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21750.7998 | -3658.3621 | 25409.1618 | 19387.8646 | -13145.4801 | 32533.3447 |
Total P&L (%) | 21.7508 | -3.6584 | 25.4092 | 19.3879 | -13.1455 | 32.5333 |
Avg Daily Profit (%) | 0.4176 | -0.0702 | 0.4879 | 0.3408 | -0.2702 | 0.5423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25656 | -28340 | -3144 | -37019 | -42038 | -4487 |
Profit Factor | 1.2878 | 0.944 | 3.4887 | 1.1807 | 0.8589 | 3.305 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 67.3913 | 67.3913 | 67.3913 | 67.3913 | 67.3913 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.6231 | 0.4568 | 1.6881 | 0.5713 | 0.4156 | 1.5992 |
Largest Winning Trade | 6288 | 6288 | 4758 | 8332 | 8332 | 5583 |
Largest Losing Trade | -11289 | -11289 | -3144 | -16480 | -16480 | -4487 |
Avg Bars in Trades | 263 | 425 | 101 | 263 | 425 | 101 |
Avg Bars in Winners | 154 | 222 | 85 | 154 | 222 | 85 |
Avg Bars in Losers | 489 | 845 | 133 | 489 | 845 | 133 |
Bars Traded | 24248 | 19585 | 4663 | 24248 | 19585 | 4663 |
Profit Streak | 0.7186 | 0 | 1.6103 | 0.7186 | 0 | 1.6103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -413 | -580506 | 419142 | -24389 | -580506 | 435918 |
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{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 181, "offset": 165 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 181, "offset": 165 } } }
# | 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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