Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236561.2308 | 4617.6265 | 231943.6043 | 215844.0116 | -77693.9444 | 293537.956 |
Total P&L (%) | 236.5612 | 4.6176 | 231.9436 | 215.844 | -77.6939 | 293.538 |
Avg Daily Profit (%) | 0.2269 | 0.0044 | 0.2225 | 0.1104 | -0.1438 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122044 | -120595 | -58222 | -299636 | -246340 | -177286 |
Profit Factor | 1.5101 | 1.0151 | 2.459 | 1.2064 | 0.8806 | 1.7426 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 80.3797 | 79.7468 | 81.0127 | 80.3797 | 79.7468 | 81.0127 |
Ratio Avg Win / Avg Loss | 0.3686 | 0.2578 | 0.5763 | 0.2945 | 0.2236 | 0.4084 |
Largest Winning Trade | 29344 | 22899 | 29344 | 37985 | 37630 | 37985 |
Largest Losing Trade | -58222 | -42438 | -58222 | -177286 | -134278 | -177286 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 8 | 7 | 10 | 8 | 7 | 10 |
Avg Bars in Losers | 57 | 67 | 47 | 57 | 67 | 47 |
Bars Traded | 2936 | 1550 | 1386 | 2936 | 1550 | 1386 |
Profit Streak | 70.4971 | 98.1638 | 70.4971 | 70.4971 | 98.1638 | 70.4971 |
Trades During Streak | 28 | 15 | 14 | 28 | 15 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531506 | -579052 | -10979 | -40599 | -601621 | -37672 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 178, "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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