Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270928.2799 | 269925.296 | 1002.9839 | -19206.9966 | 339813.5776 | -359020.5742 |
Total P&L (%) | 270.9283 | 269.9253 | 1.003 | -19.207 | 339.8136 | -359.0206 |
Avg Daily Profit (%) | 0.192 | 0.1913 | 0.0007 | -0.0151 | 0.105 | 0 |
Buy And Hold Return (%) | 14.1286 | 14.1286 | 14.1286 | 14.1286 | 14.1286 | 14.1286 |
Max Trade Drawdown | -200404 | -90528 | -147295 | -843567 | -471168 | -768055 |
Profit Factor | 1.1097 | 1.2363 | 1.0008 | 0.9976 | 1.0902 | 0.9167 |
Total Trades | 1318 | 659 | 659 | 1318 | 659 | 659 |
Winning Trades | 930 | 477 | 453 | 930 | 477 | 453 |
Losing Trades | 388 | 182 | 206 | 388 | 182 | 206 |
Profitability (%) | 70.5615 | 72.3824 | 68.7405 | 70.5615 | 72.3824 | 68.7405 |
Ratio Avg Win / Avg Loss | 0.463 | 0.4717 | 0.4551 | 0.4162 | 0.416 | 0.4169 |
Largest Winning Trade | 22086 | 22086 | 14456 | 87651 | 87651 | 78184 |
Largest Losing Trade | -43276 | -34829 | -43276 | -212137 | -127575 | -212137 |
Avg Bars in Trades | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 16844 | 8274 | 8570 | 16844 | 8274 | 8570 |
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 | -84400 | 434070 | -572987 | -571241 | -169297 | -574767 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 78, "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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