Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358671.3382 | 331848.2404 | 26823.0977 | 209514.573 | 103172.9321 | 106341.6409 |
Total P&L (%) | 358.6713 | 331.8482 | 26.8231 | 209.5146 | 103.1729 | 106.3416 |
Avg Daily Profit (%) | 0.1814 | 0.1678 | 0.0136 | 0.0572 | 0.0359 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105638 | -89206 | -139716 | -350655 | -332821 | -203800 |
Profit Factor | 1.7719 | 2.2097 | 1.1409 | 1.2373 | 1.1827 | 1.3342 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 45.5696 | 51.2821 | 40 | 45.5696 | 51.2821 | 40 |
Ratio Avg Win / Avg Loss | 2.1165 | 2.0992 | 1.7114 | 1.4779 | 1.1236 | 2.0013 |
Largest Winning Trade | 139383 | 139383 | 76883 | 208121 | 140036 | 208121 |
Largest Losing Trade | -57758 | -57758 | -40076 | -194237 | -194237 | -80900 |
Avg Bars in Trades | 46 | 71 | 22 | 46 | 71 | 22 |
Avg Bars in Winners | 63 | 91 | 29 | 63 | 91 | 29 |
Avg Bars in Losers | 32 | 51 | 17 | 32 | 51 | 17 |
Bars Traded | 3698 | 2801 | 896 | 3698 | 2801 | 896 |
Profit Streak | 0 | 760.4019 | 0 | 0 | 760.4019 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22178 | 472128 | -246072 | -149904 | -162964 | -146135 |
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{ "first_band": { "type": "jma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 22, "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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