Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316083.7644 | 1582697.5966 | -266613.8322 | -1580592.1916 | 2581209.0736 | -4161801.2651 |
Total P&L (%) | 1316.0838 | 1582.6976 | -266.6138 | -1580.5922 | 2581.2091 | -4161.8013 |
Avg Daily Profit (%) | 0.6963 | 0.8374 | -0.1411 | 0 | 0.1742 | 0 |
Buy And Hold Return (%) | 291.0481 | 291.0481 | 291.0481 | 291.0481 | 291.0481 | 291.0481 |
Max Trade Drawdown | -471404 | -116332 | -407639 | -9707885 | -5482138 | -7034435 |
Profit Factor | 2.5181 | 6.0178 | 0.5166 | 0.9158 | 1.3086 | 0.6 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 37 | 22 | 15 |
Losing Trades | 36 | 20 | 16 | 33 | 13 | 20 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 52.8571 | 62.8571 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6663 | 8.0237 | 0.435 | 0.8168 | 0.7733 | 0.8 |
Largest Winning Trade | 1563130 | 1563130 | 40530 | 1969909 | 1969909 | 1573461 |
Largest Losing Trade | -343966 | -60726 | -343966 | -5708524 | -4062452 | -5708524 |
Avg Bars in Trades | 103 | 106 | 99 | 103 | 106 | 99 |
Avg Bars in Winners | 134 | 120 | 145 | 102 | 118 | 78 |
Avg Bars in Losers | 73 | 95 | 46 | 104 | 85 | 116 |
Bars Traded | 7215 | 3717 | 3497 | 7215 | 3717 | 3497 |
Profit Streak | 7.3881 | 15.3881 | 0 | 0 | 0 | 215.6381 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83331 | 665309 | -580232 | -678907 | 285967 | -582133 |
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{ "first_band": { "type": "t3", "factors": { "length": 47, "offset": 0, "a": 0.68063 } }, "second_band": { "type": "jma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 47, "offset": 0, "a": 0.68063 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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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