Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174665.9634 | 291717.2812 | -117051.3178 | -375899.3762 | -139064.9895 | -236834.3867 |
Total P&L (%) | 174.666 | 291.7173 | -117.0513 | -375.8994 | -139.065 | -236.8344 |
Avg Daily Profit (%) | 0.0949 | 0.1585 | -0.0636 | 0 | 0 | 0 |
Buy And Hold Return (%) | 112.8585 | 112.8585 | 112.8585 | 112.8585 | 112.8585 | 112.8585 |
Max Trade Drawdown | -222472 | -92074 | -242100 | -1436461 | -704184 | -1160685 |
Profit Factor | 1.1706 | 1.7589 | 0.817 | 0.9275 | 0.9463 | 0.9089 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 179 | 91 | 88 | 53 | 27 | 26 |
Losing Trades | 45 | 21 | 24 | 171 | 85 | 86 |
Profitability (%) | 79.9107 | 81.25 | 78.5714 | 23.6607 | 24.1071 | 23.2143 |
Ratio Avg Win / Avg Loss | 0.2943 | 0.4059 | 0.2228 | 2.9926 | 2.979 | 3.0062 |
Largest Winning Trade | 59347 | 59347 | 25781 | 506850 | 472427 | 506850 |
Largest Losing Trade | -194917 | -43747 | -194917 | -306051 | -306051 | -191607 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 8 | 7 | 9 | 36 | 40 | 32 |
Avg Bars in Losers | 43 | 50 | 37 | 8 | 7 | 10 |
Bars Traded | 3440 | 1714 | 1726 | 3440 | 1714 | 1726 |
Profit Streak | 63.5628 | 161.0628 | 63.5628 | 0 | 0 | 0 |
Trades During Streak | 6 | 13 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103804 | 370148 | -575387 | -612267 | -611728 | -615663 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 122, "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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