Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997251.8552 | 1039604.6128 | -42352.7576 | 352261.3614 | 1640925.8596 | -1288664.4983 |
Total P&L (%) | 997.2519 | 1039.6046 | -42.3528 | 352.2614 | 1640.9259 | -1288.6645 |
Avg Daily Profit (%) | 0.4787 | 0.499 | -0.0203 | 0.0725 | 0.1372 | 0 |
Buy And Hold Return (%) | 295.0136 | 295.0136 | 295.0136 | 295.0136 | 295.0136 | 295.0136 |
Max Trade Drawdown | -277107 | -233311 | -66431 | -21896490 | -19320927 | -2656749 |
Profit Factor | 2.6492 | 3.1703 | 0.663 | 1.012 | 1.0666 | 0.7251 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Profitability (%) | 41.5929 | 46.4286 | 36.8421 | 41.5929 | 46.4286 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.7201 | 3.658 | 1.1366 | 1.4211 | 1.2306 | 1.243 |
Largest Winning Trade | 473149 | 473149 | 16456 | 17034619 | 17034619 | 1484169 |
Largest Losing Trade | -73051 | -73051 | -15397 | -10669751 | -10669751 | -1954875 |
Avg Bars in Trades | 207 | 401 | 17 | 207 | 401 | 17 |
Avg Bars in Winners | 250 | 435 | 21 | 250 | 435 | 21 |
Avg Bars in Losers | 177 | 371 | 15 | 177 | 371 | 15 |
Bars Traded | 23503 | 22486 | 1017 | 23503 | 22486 | 1017 |
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 | 350296 | -167437 | -764283 | -411885 | -339128 | -764283 |
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{ "first_band": { "type": "jma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 38, "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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