Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217779.0302 | 270.6614 | 217508.3688 | 119117.382 | 50605.6491 | 68511.733 |
Total P&L (%) | 217.779 | 0.2707 | 217.5084 | 119.1174 | 50.6056 | 68.5117 |
Avg Daily Profit (%) | 0.2093 | 0.0003 | 0.2091 | 0.0754 | 0.0394 | 0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109515 | -74284 | -65627 | -452617 | -127843 | -360963 |
Profit Factor | 1.5401 | 1.0011 | 2.3145 | 1.0998 | 1.0919 | 1.1067 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 56.1644 | 54.0541 | 58.3333 | 56.1644 | 54.0541 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.202 | 0.851 | 1.6532 | 0.8584 | 0.9281 | 0.7905 |
Largest Winning Trade | 39188 | 32944 | 39188 | 114543 | 114543 | 86376 |
Largest Losing Trade | -65627 | -37259 | -65627 | -360963 | -69999 | -360963 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 38 | 35 | 42 | 38 | 35 | 42 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 2916 | 1381 | 1535 | 2916 | 1381 | 1535 |
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 | -65949 | -578648 | 474620 | -279811 | -262228 | -229781 |
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{ "first_band": { "type": "jma", "factors": { "length": 72, "offset": 85 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 72, "offset": 85 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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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