Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264549.1641 | 119234.9481 | 145314.216 | -15882.0285 | -10699.3504 | -5182.6781 |
Total P&L (%) | 264.5492 | 119.2349 | 145.3142 | -15.882 | -10.6994 | -5.1827 |
Avg Daily Profit (%) | 0.2568 | 0.1157 | 0.141 | -0.0168 | -0.011 | -0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103345 | -95614 | -101611 | -263386 | -131169 | -244613 |
Profit Factor | 1.5819 | 1.4786 | 1.7072 | 0.9762 | 0.9659 | 0.9853 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 55.0847 | 44.0678 | 66.1017 | 55.0847 | 44.0678 | 66.1017 |
Ratio Avg Win / Avg Loss | 1.2898 | 1.8766 | 0.8755 | 0.796 | 1.2259 | 0.5053 |
Largest Winning Trade | 163600 | 163600 | 38582 | 71169 | 71169 | 30696 |
Largest Losing Trade | -85672 | -53613 | -85672 | -236664 | -57507 | -236664 |
Avg Bars in Trades | 24 | 27 | 20 | 24 | 27 | 20 |
Avg Bars in Winners | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Losers | 27 | 30 | 22 | 27 | 30 | 22 |
Bars Traded | 2841 | 1651 | 1190 | 2841 | 1651 | 1190 |
Profit Streak | 29.0198 | 0 | 29.3531 | 29.0198 | 0 | 29.3531 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421312 | -214929 | -178074 | -578987 | -757820 | -754553 |
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{ "first_band": { "type": "jma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 72 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 72 } } }
# | 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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