Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1657882.5402 | 71981.2035 | -1729863.7437 | 623030.4276 | -8306278.3991 | 8929308.8267 |
Total P&L (%) | -1657.8825 | 71.9812 | -1729.8637 | 623.0304 | -8306.2784 | 8929.3088 |
Avg Daily Profit (%) | -0.7298 | 0.0317 | -0.7615 | 0.0871 | 0 | 0.1984 |
Buy And Hold Return (%) | 346.823 | 346.823 | 346.823 | 346.823 | 346.823 | 346.823 |
Max Trade Drawdown | -1828779 | -92466 | -1831719 | -26419514 | -13745288 | -16994571 |
Profit Factor | 0.324 | 1.2216 | 0.187 | 1.0122 | 0.6962 | 1.3758 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 18 | 21 | 37 | 15 | 22 |
Losing Trades | 31 | 17 | 14 | 33 | 20 | 13 |
Profitability (%) | 55.7143 | 51.4286 | 60 | 52.8571 | 42.8571 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.2575 | 1.1537 | 0.1246 | 0.9028 | 0.9283 | 0.813 |
Largest Winning Trade | 49716 | 49716 | 38896 | 7613019 | 7152751 | 7613019 |
Largest Losing Trade | -1445845 | -41174 | -1445845 | -10873516 | -9074346 | -10873516 |
Avg Bars in Trades | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Winners | 78 | 87 | 70 | 87 | 90 | 86 |
Avg Bars in Losers | 113 | 100 | 128 | 100 | 96 | 105 |
Bars Traded | 6566 | 3295 | 3271 | 6566 | 3295 | 3271 |
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 | -678537 | -316555 | -579491 | -391385 | -583565 | 308224 |
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{ "first_band": { "type": "jma", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 77, "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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