Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812174.796 | 1828322.0661 | -16147.2701 | 236618.1868 | 1649917.4287 | -1413299.2419 |
Total P&L (%) | 1812.1748 | 1828.3221 | -16.1473 | 236.6182 | 1649.9174 | -1413.2992 |
Avg Daily Profit (%) | 0.8035 | 0.8107 | -0.0072 | 0.0538 | 0.127 | 0 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -140795 | -90430 | -102400 | -5737538 | -2681061 | -3357857 |
Profit Factor | 3.2763 | 5.5371 | 0.9589 | 1.0208 | 1.3109 | 0.7669 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 37.9747 | 35 | 41.0256 | 37.9747 | 35 | 41.0256 |
Ratio Avg Win / Avg Loss | 5.3513 | 10.2832 | 1.3785 | 1.6673 | 2.4345 | 1.1024 |
Largest Winning Trade | 1541272 | 1541272 | 53570 | 3714289 | 3714289 | 2118878 |
Largest Losing Trade | -62988 | -34071 | -62988 | -2978382 | -1345675 | -2978382 |
Avg Bars in Trades | 111 | 107 | 115 | 111 | 107 | 115 |
Avg Bars in Winners | 187 | 192 | 184 | 187 | 192 | 184 |
Avg Bars in Losers | 64 | 62 | 68 | 64 | 62 | 68 |
Bars Traded | 8818 | 4308 | 4510 | 8818 | 4308 | 4510 |
Profit Streak | 0 | 0 | 156.7659 | 0 | 0 | 156.7659 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16756 | 553084 | -581616 | -519281 | -28243 | -581616 |
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{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.663 } }, "second_band": { "type": "jma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.663 } }, "second_band": { "type": "jma", "factors": { "length": 127, "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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