Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463707.6933 | 342335.0012 | 121372.6922 | 53960.7457 | -235544.2266 | 289504.9723 |
Total P&L (%) | 463.7077 | 342.335 | 121.3727 | 53.9607 | -235.5442 | 289.505 |
Avg Daily Profit (%) | 0.2569 | 0.1896 | 0.0672 | 0.0239 | 0 | 0.0753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126340 | -123816 | -73521 | -791774 | -582471 | -415429 |
Profit Factor | 1.8817 | 2.2771 | 1.4707 | 1.0327 | 0.7229 | 1.3624 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Profitability (%) | 39.8496 | 37.3134 | 42.4242 | 39.8496 | 37.3134 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.8403 | 3.8255 | 1.996 | 1.5588 | 1.2145 | 1.8489 |
Largest Winning Trade | 442244 | 442244 | 64898 | 350313 | 340580 | 350313 |
Largest Losing Trade | -52367 | -43457 | -52367 | -282028 | -181696 | -282028 |
Avg Bars in Trades | 51 | 38 | 65 | 51 | 38 | 65 |
Avg Bars in Winners | 91 | 53 | 125 | 91 | 53 | 125 |
Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
Bars Traded | 6906 | 2559 | 4347 | 6906 | 2559 | 4347 |
Profit Streak | 14.6508 | 40.6508 | 0 | 14.6508 | 40.6508 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312258 | -109036 | -228328 | -348426 | -700015 | -218170 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 149 } }, "second_band": { "type": "jma", "factors": { "length": 212, "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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