Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109212.7485 | -53039.3934 | 162252.142 | -21101.4195 | -127308.1593 | 106206.7398 |
Total P&L (%) | 109.2127 | -53.0394 | 162.2521 | -21.1014 | -127.3082 | 106.2067 |
Avg Daily Profit (%) | 0.1062 | -0.0516 | 0.1578 | -0.023 | 0 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146486 | -156189 | -60181 | -207270 | -201400 | -88319 |
Profit Factor | 1.1979 | 0.8509 | 1.8275 | 0.9719 | 0.7328 | 1.3879 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 78.0488 | 75.6098 | 80.4878 | 78.0488 | 75.6098 | 80.4878 |
Ratio Avg Win / Avg Loss | 0.3369 | 0.2745 | 0.443 | 0.2733 | 0.2364 | 0.3365 |
Largest Winning Trade | 23006 | 21174 | 23006 | 27450 | 27450 | 24000 |
Largest Losing Trade | -60181 | -40112 | -60181 | -91607 | -91607 | -88319 |
Avg Bars in Trades | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Winners | 11 | 8 | 13 | 11 | 8 | 13 |
Avg Bars in Losers | 66 | 74 | 56 | 66 | 74 | 56 |
Bars Traded | 3863 | 2045 | 1818 | 3863 | 2045 | 1818 |
Profit Streak | 58.9146 | 86.4146 | 58.9146 | 58.9146 | 86.4146 | 58.9146 |
Trades During Streak | 28 | 15 | 14 | 28 | 15 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48969 | -579649 | 349930 | -574085 | -579649 | -98205 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 193, "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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