Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1997389.616 | 1927893.0311 | 69496.5849 | 3130422.9491 | 2071525.7603 | 1058897.1887 |
Total P&L (%) | 1997.3896 | 1927.893 | 69.4966 | 3130.4229 | 2071.5258 | 1058.8972 |
Avg Daily Profit (%) | 1.0641 | 1.0271 | 0.037 | 0.1853 | 0.1641 | 0.1306 |
Buy And Hold Return (%) | 465.5485 | 465.5485 | 465.5485 | 465.5485 | 465.5485 | 465.5485 |
Max Trade Drawdown | -113208 | -122719 | -55118 | -7080437 | -7681505 | -3366526 |
Profit Factor | 4.8675 | 7.3188 | 1.3288 | 1.1341 | 1.148 | 1.1134 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 40.2985 | 35.2941 | 45.4545 | 40.2985 | 35.2941 | 45.4545 |
Ratio Avg Win / Avg Loss | 7.2112 | 13.4177 | 1.5946 | 1.6802 | 2.1046 | 1.336 |
Largest Winning Trade | 1402331 | 1402331 | 60387 | 8011426 | 8011426 | 1679590 |
Largest Losing Trade | -31146 | -31084 | -31146 | -2930996 | -2014065 | -2930996 |
Avg Bars in Trades | 108 | 92 | 124 | 108 | 92 | 124 |
Avg Bars in Winners | 177 | 163 | 188 | 177 | 163 | 188 |
Avg Bars in Losers | 61 | 53 | 70 | 61 | 53 | 70 |
Bars Traded | 7251 | 3145 | 4106 | 7251 | 3145 | 4106 |
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 | -105921 | 506103 | -309638 | -189206 | -56477 | -120914 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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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