Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133734.2041 | 211285.4794 | -77551.2753 | -103431.1352 | 170601.2691 | -274032.4042 |
Total P&L (%) | 133.7342 | 211.2855 | -77.5513 | -103.4311 | 170.6013 | -274.0324 |
Avg Daily Profit (%) | 0.0947 | 0.1496 | -0.0549 | 0 | 0.0705 | 0 |
Buy And Hold Return (%) | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 | 10.3641 |
Max Trade Drawdown | -157359 | -68071 | -189880 | -416490 | -118761 | -401815 |
Profit Factor | 1.1114 | 1.4247 | 0.8897 | 0.8926 | 1.5443 | 0.578 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 173 | 87 | 86 | 149 | 76 | 73 |
Losing Trades | 91 | 45 | 46 | 115 | 56 | 59 |
Profitability (%) | 65.5303 | 65.9091 | 65.1515 | 56.4394 | 57.5758 | 55.303 |
Ratio Avg Win / Avg Loss | 0.5846 | 0.7369 | 0.4759 | 0.6889 | 1.1379 | 0.4672 |
Largest Winning Trade | 32261 | 32261 | 29787 | 51156 | 51156 | 29704 |
Largest Losing Trade | -113010 | -47083 | -113010 | -294813 | -43882 | -294813 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 6 | 6 | 7 | 9 | 9 | 9 |
Avg Bars in Losers | 17 | 18 | 17 | 12 | 12 | 11 |
Bars Traded | 2806 | 1390 | 1416 | 2806 | 1390 | 1416 |
Profit Streak | 478.4335 | 478.4335 | 504.9335 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161219 | 307346 | -577404 | -578284 | -96172 | -580016 |
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{ "first_band": { "type": "jma", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 12, "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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