Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508430.1576 | 1447366.106 | 61064.0516 | 49902752.7729 | 46637170.3093 | 3265582.4636 |
Total P&L (%) | 1508.4302 | 1447.3661 | 61.0641 | 49902.7528 | 46637.1703 | 3265.5825 |
Avg Daily Profit (%) | 0.7992 | 0.7669 | 0.0324 | 0.3298 | 0.3262 | 0.1865 |
Buy And Hold Return (%) | 7067.2004 | 7067.2004 | 7067.2004 | 7067.2004 | 7067.2004 | 7067.2004 |
Max Trade Drawdown | -68432 | -44253 | -84503 | -9751547 | -2250669 | -10611371 |
Profit Factor | 5.619 | 12.4457 | 1.3051 | 2.7689 | 6.1371 | 1.1707 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 47.619 | 50 | 45.1613 | 47.619 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 6.1809 | 12.4457 | 1.5848 | 3.0458 | 6.1371 | 1.4215 |
Largest Winning Trade | 517633 | 517633 | 61612 | 13223170 | 13223170 | 11643552 |
Largest Losing Trade | -33189 | -33189 | -32973 | -4484692 | -2250669 | -4484692 |
Avg Bars in Trades | 85 | 87 | 82 | 85 | 87 | 82 |
Avg Bars in Winners | 137 | 140 | 133 | 137 | 140 | 133 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 5361 | 2806 | 2555 | 5361 | 2806 | 2555 |
Profit Streak | 11.0408 | 15.3741 | 0 | 11.0408 | 15.3741 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -295654 | -143815 | -316139 | -136853 | 645421 | -192555 |
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{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 14, "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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