Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244799.8771 | 279825.6449 | -35025.7678 | -99010.6535 | 33582.2729 | -132592.9264 |
Total P&L (%) | 244.7999 | 279.8256 | -35.0258 | -99.0107 | 33.5823 | -132.5929 |
Avg Daily Profit (%) | 0.1544 | 0.1765 | -0.0221 | -0.2908 | 0.0183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221773 | -135064 | -207085 | -737612 | -460125 | -294585 |
Profit Factor | 1.2731 | 1.6688 | 0.9267 | 0.9198 | 1.0565 | 0.7929 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 66 | 58 | 74 | 66 | 58 | 74 |
Ratio Avg Win / Avg Loss | 0.6559 | 1.2085 | 0.3256 | 0.4738 | 0.765 | 0.2786 |
Largest Winning Trade | 173831 | 173831 | 37596 | 183097 | 183097 | 96615 |
Largest Losing Trade | -107208 | -72554 | -107208 | -225782 | -163564 | -225782 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 43 | 32 | 52 | 42 | 29 | 52 |
Avg Bars in Losers | 50 | 54 | 43 | 52 | 57 | 42 |
Bars Traded | 4576 | 2081 | 2495 | 4576 | 2081 | 2495 |
Profit Streak | 105.0693 | 105.0693 | 135.0693 | 105.0693 | 105.0693 | 135.0693 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345995 | -168192 | -756338 | -576651 | -508971 | -756338 |
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{ "first_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 109, "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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