Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308069.2502 | 280184.1195 | 27885.1307 | 274961.9084 | 201057.6785 | 73904.2299 |
Total P&L (%) | 308.0693 | 280.1841 | 27.8851 | 274.9619 | 201.0577 | 73.9042 |
Avg Daily Profit (%) | 0.1708 | 0.1554 | 0.0155 | 0.0733 | 0.0611 | 0.0307 |
Buy And Hold Return (%) | 120.714 | 120.714 | 120.714 | 120.714 | 120.714 | 120.714 |
Max Trade Drawdown | -108188 | -72628 | -152987 | -153361 | -119981 | -146972 |
Profit Factor | 1.2161 | 1.4384 | 1.0355 | 1.1362 | 1.2038 | 1.0715 |
Total Trades | 730 | 365 | 365 | 730 | 365 | 365 |
Winning Trades | 491 | 260 | 231 | 491 | 260 | 231 |
Losing Trades | 239 | 105 | 134 | 239 | 105 | 134 |
Profitability (%) | 67.2603 | 71.2329 | 63.2877 | 67.2603 | 71.2329 | 63.2877 |
Ratio Avg Win / Avg Loss | 0.592 | 0.5809 | 0.6007 | 0.553 | 0.4861 | 0.6216 |
Largest Winning Trade | 19330 | 19330 | 18064 | 21957 | 21476 | 21957 |
Largest Losing Trade | -43895 | -43895 | -41347 | -102255 | -102255 | -76265 |
Avg Bars in Trades | 4 | 4 | 5 | 4 | 4 | 5 |
Avg Bars in Winners | 3 | 3 | 3 | 3 | 3 | 3 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 3586 | 1663 | 1923 | 3586 | 1663 | 1923 |
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 | 306432 | 220937 | -517808 | -165780 | -118207 | -457812 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 13, "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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