Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5639711.3416 | 175475.2778 | -5815186.6194 | -27243700.557 | 42539921.2067 | -69783621.7637 |
Total P&L (%) | -5639.7113 | 175.4753 | -5815.1866 | -27243.7006 | 42539.9212 | -69783.6218 |
Avg Daily Profit (%) | -2.8715 | 0.0893 | -2.9609 | 0 | 0.3088 | 0 |
Buy And Hold Return (%) | 3173.5116 | 3173.5116 | 3173.5116 | 3173.5116 | 3173.5116 | 3173.5116 |
Max Trade Drawdown | -5976932 | -102554 | -5979486 | -320715843 | -161615270 | -159100573 |
Profit Factor | 0.0954 | 2.0668 | 0.042 | 0.9289 | 1.2243 | 0.6389 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 58 | 29 | 29 | 44 | 22 | 22 |
Losing Trades | 19 | 9 | 10 | 33 | 16 | 17 |
Profitability (%) | 75.3247 | 76.3158 | 74.359 | 57.1429 | 57.8947 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.0313 | 0.6414 | 0.0145 | 0.6966 | 0.8904 | 0.4937 |
Largest Winning Trade | 37643 | 37643 | 34086 | 145797536 | 145797536 | 47580090 |
Largest Losing Trade | -5928504 | -63148 | -5928504 | -94656290 | -53756456 | -94656290 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 25 | 28 | 23 | 53 | 64 | 42 |
Avg Bars in Losers | 112 | 108 | 116 | 39 | 23 | 53 |
Bars Traded | 3628 | 1790 | 1838 | 3628 | 1790 | 1838 |
Profit Streak | 400.1169 | 0 | 631.6169 | 0 | 582.1169 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622909 | -234880 | -576218 | -625851 | 321012 | -579926 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 89, "offset": 89 } } }
# | 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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