Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393938.3986 | 1318340.482 | 75597.9165 | 4845720.1715 | 6336738.8899 | -1491018.7185 |
Total P&L (%) | 1393.9384 | 1318.3405 | 75.5979 | 4845.7202 | 6336.7389 | -1491.0187 |
Avg Daily Profit (%) | 0.6328 | 0.5985 | 0.0343 | 0.1773 | 0.1893 | 0 |
Buy And Hold Return (%) | 567.0326 | 567.0326 | 567.0326 | 567.0326 | 567.0326 | 567.0326 |
Max Trade Drawdown | -116019 | -66366 | -76801 | -3966305 | -1516004 | -3704842 |
Profit Factor | 3.4149 | 5.4532 | 1.2689 | 1.3644 | 2.0219 | 0.79 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 42.1687 | 40.9639 | 43.3735 | 42.1687 | 40.9639 | 43.3735 |
Ratio Avg Win / Avg Loss | 4.6832 | 7.859 | 1.6566 | 1.8711 | 2.9139 | 1.0313 |
Largest Winning Trade | 819336 | 819336 | 67087 | 6282145 | 6282145 | 1257438 |
Largest Losing Trade | -36038 | -22975 | -36038 | -2845078 | -1121227 | -2845078 |
Avg Bars in Trades | 77 | 68 | 86 | 77 | 68 | 86 |
Avg Bars in Winners | 121 | 105 | 136 | 121 | 105 | 136 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 12833 | 5654 | 7179 | 12833 | 5654 | 7179 |
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 | 441304 | 396102 | -314727 | 261206 | 285925 | -582020 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "jma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "jma", "factors": { "length": 82, "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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