Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185995.995 | -12912.2345 | 198908.2295 | 50747.8717 | -99413.9988 | 150161.8705 |
Total P&L (%) | 185.996 | -12.9122 | 198.9082 | 50.7479 | -99.414 | 150.1619 |
Avg Daily Profit (%) | 0.1782 | -0.0124 | 0.1906 | 0.0393 | -0.4913 | 0.0879 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142122 | -154445 | -62995 | -244344 | -217860 | -130451 |
Profit Factor | 1.3403 | 0.9647 | 2.1015 | 1.0574 | 0.8215 | 1.4597 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 76.506 | 72.2892 | 80.7229 | 76.506 | 72.2892 | 80.7229 |
Ratio Avg Win / Avg Loss | 0.4116 | 0.3698 | 0.5019 | 0.3247 | 0.3149 | 0.3486 |
Largest Winning Trade | 27552 | 27552 | 23006 | 31524 | 31524 | 27941 |
Largest Losing Trade | -62995 | -40112 | -62995 | -130451 | -98378 | -130451 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 12 | 9 | 15 | 12 | 9 | 15 |
Avg Bars in Losers | 58 | 65 | 48 | 58 | 65 | 48 |
Bars Traded | 3928 | 2097 | 1832 | 3928 | 2097 | 1832 |
Profit Streak | 1.117 | 0 | 146.117 | 1.117 | 0 | 146.117 |
Trades During Streak | 1 | 0 | 18 | 1 | 0 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281983 | -577665 | 527962 | -298910 | -577665 | -70293 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 191, "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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