Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460358.2993 | 1545018.6679 | -84660.3686 | -38320.8441 | 739529.6173 | -777850.4614 |
Total P&L (%) | 1460.3583 | 1545.0187 | -84.6604 | -38.3208 | 739.5296 | -777.8505 |
Avg Daily Profit (%) | 0.7843 | 0.8298 | -0.0455 | -0.0259 | 0.1143 | 0 |
Buy And Hold Return (%) | 117.6833 | 117.6833 | 117.6833 | 117.6833 | 117.6833 | 117.6833 |
Max Trade Drawdown | -196932 | -168777 | -93199 | -2408215 | -1607685 | -1022558 |
Profit Factor | 3.6317 | 5.0375 | 0.5085 | 0.9891 | 1.3283 | 0.3825 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 39.5062 | 40 | 39.0244 | 39.5062 | 40 | 39.0244 |
Ratio Avg Win / Avg Loss | 5.561 | 7.5563 | 0.7945 | 1.5145 | 1.9925 | 0.5977 |
Largest Winning Trade | 1446555 | 1446555 | 30202 | 1168530 | 1168530 | 265053 |
Largest Losing Trade | -79658 | -79658 | -21758 | -811865 | -811865 | -508114 |
Avg Bars in Trades | 87 | 166 | 10 | 87 | 166 | 10 |
Avg Bars in Winners | 80 | 150 | 10 | 80 | 150 | 10 |
Avg Bars in Losers | 91 | 177 | 9 | 91 | 177 | 9 |
Bars Traded | 7076 | 6660 | 416 | 7076 | 6660 | 416 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -535 | 617527 | -584732 | -598358 | -42915 | -584732 |
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{ "first_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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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