Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419477.2988 | 377051.0007 | 42426.2981 | 279536.0319 | 585105.0608 | -305569.0289 |
Total P&L (%) | 419.4773 | 377.051 | 42.4263 | 279.536 | 585.1051 | -305.569 |
Avg Daily Profit (%) | 0.2971 | 0.267 | 0.03 | 0.0945 | 0.1364 | 0 |
Buy And Hold Return (%) | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 | 55.0127 |
Max Trade Drawdown | -93629 | -54237 | -132999 | -595736 | -271045 | -711877 |
Profit Factor | 1.3 | 1.586 | 1.0562 | 1.0709 | 1.3264 | 0.8579 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 186 | 90 | 96 | 186 | 90 | 96 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 53.6023 | 51.7241 | 55.4913 | 53.6023 | 51.7241 | 55.4913 |
Ratio Avg Win / Avg Loss | 1.1253 | 1.4802 | 0.8472 | 0.927 | 1.238 | 0.6881 |
Largest Winning Trade | 57823 | 57823 | 49118 | 196439 | 196439 | 165087 |
Largest Losing Trade | -49826 | -23980 | -49826 | -195127 | -86014 | -195127 |
Avg Bars in Trades | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 4112 | 2062 | 2050 | 4112 | 2062 | 2050 |
Profit Streak | 477.893 | 477.893 | 497.5597 | 477.893 | 477.893 | 497.5597 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448134 | 422849 | -476199 | -208377 | -8483 | -578084 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.30877, "nb": 0.1, "nc": 0.84417 } }, "second_band": { "type": "jma", "factors": { "length": 114, "offset": 0 } } }
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# | 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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