Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1152630.0998 | 25929.6154 | -1178559.7152 | -3581156.2244 | 3711502.5918 | -7292658.8162 |
Total P&L (%) | -1152.6301 | 25.9296 | -1178.5597 | -3581.1562 | 3711.5026 | -7292.6588 |
Avg Daily Profit (%) | -0.5307 | 0.0119 | -0.5426 | 0 | 0.1678 | 0 |
Buy And Hold Return (%) | 525.6517 | 525.6517 | 525.6517 | 525.6517 | 525.6517 | 525.6517 |
Max Trade Drawdown | -1357754 | -151346 | -1301349 | -8160968 | -2409321 | -7377717 |
Profit Factor | 0.3284 | 1.1024 | 0.1945 | 0.7712 | 1.7797 | 0.3303 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 50 | 24 | 26 | 28 | 17 | 11 |
Losing Trades | 21 | 11 | 10 | 43 | 18 | 25 |
Profitability (%) | 70.4225 | 68.5714 | 72.2222 | 39.4366 | 48.5714 | 30.5556 |
Ratio Avg Win / Avg Loss | 0.1379 | 0.5053 | 0.0748 | 1.1843 | 1.8844 | 0.7508 |
Largest Winning Trade | 38260 | 28746 | 38260 | 3958934 | 3958934 | 2057314 |
Largest Losing Trade | -760013 | -65914 | -760013 | -4317799 | -765557 | -4317799 |
Avg Bars in Trades | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Winners | 21 | 20 | 21 | 65 | 74 | 50 |
Avg Bars in Losers | 142 | 137 | 148 | 51 | 40 | 58 |
Bars Traded | 4040 | 2010 | 2030 | 4040 | 2010 | 2030 |
Profit Streak | 165.991 | 165.991 | 343.491 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667719 | -448827 | -576515 | -674496 | 380595 | -588341 |
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{ "first_band": { "type": "jma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 167, "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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