Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740290.0291 | 631142.7157 | 109147.3134 | -4471.139 | 1109051.1198 | -1113522.2589 |
Total P&L (%) | 740.29 | 631.1427 | 109.1473 | -4.4711 | 1109.0511 | -1113.5223 |
Avg Daily Profit (%) | 0.3063 | 0.2611 | 0.0452 | -0.0019 | 0.1032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141751 | -107637 | -97052 | -1915785 | -567304 | -1540354 |
Profit Factor | 2.15 | 3.0318 | 1.3277 | 0.9987 | 2.3082 | 0.5695 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 46.7532 | 44.1558 | 49.3506 | 46.7532 | 44.1558 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.4486 | 3.8343 | 1.3626 | 1.1374 | 2.9192 | 0.5845 |
Largest Winning Trade | 366754 | 366754 | 63472 | 694194 | 694194 | 665121 |
Largest Losing Trade | -97052 | -29464 | -97052 | -1540354 | -347524 | -1540354 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 65 | 52 | 76 | 65 | 52 | 76 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 7023 | 3029 | 3994 | 7023 | 3029 | 3994 |
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 | 452888 | -29879 | -174553 | -579566 | -94660 | -622988 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "jma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "jma", "factors": { "length": 40, "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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