Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247668.1748 | 86959.9669 | 160708.208 | 58703.7407 | -109056.1955 | 167759.9362 |
Total P&L (%) | 247.6682 | 86.96 | 160.7082 | 58.7037 | -109.0562 | 167.7599 |
Avg Daily Profit (%) | 0.1496 | 0.0525 | 0.0971 | 0.0279 | 0 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169621 | -168288 | -33969 | -438030 | -434332 | -66551 |
Profit Factor | 1.4758 | 1.2552 | 1.8935 | 1.0643 | 0.8293 | 1.6136 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 54.4554 | 54 | 54.902 | 54.4554 | 54 | 54.902 |
Ratio Avg Win / Avg Loss | 1.2343 | 1.0693 | 1.5554 | 0.8902 | 0.7065 | 1.3254 |
Largest Winning Trade | 72483 | 72483 | 55134 | 102306 | 89324 | 102306 |
Largest Losing Trade | -59629 | -59629 | -32527 | -197287 | -197287 | -43737 |
Avg Bars in Trades | 31 | 39 | 22 | 31 | 39 | 22 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 41 | 57 | 26 | 41 | 57 | 26 |
Bars Traded | 3161 | 1996 | 1165 | 3161 | 1996 | 1165 |
Profit Streak | 61.9112 | 61.9112 | 68.4112 | 61.9112 | 61.9112 | 68.4112 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368371 | -301499 | -237500 | -305413 | -759339 | -289251 |
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{ "first_band": { "type": "jma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 88 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 88 } } }
# | 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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