Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1829075.7274 | -52576.658 | -1776499.0694 | 4387.8983 | -2839621.209 | 2844009.1073 |
Total P&L (%) | -1829.0757 | -52.5767 | -1776.4991 | 4.3879 | -2839.6212 | 2844.0091 |
Avg Daily Profit (%) | -0.9745 | -0.028 | -0.9465 | 0.0023 | 0 | 0.1804 |
Buy And Hold Return (%) | 612.2449 | 612.2449 | 612.2449 | 612.2449 | 612.2449 | 612.2449 |
Max Trade Drawdown | -1932071 | -150176 | -1853476 | -5403000 | -4708775 | -1855451 |
Profit Factor | 0.2557 | 0.8447 | 0.1615 | 1.0004 | 0.5425 | 1.5287 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 25 | 27 | 52 | 24 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 20 | 16 |
Profitability (%) | 59.0909 | 56.8182 | 61.3636 | 59.0909 | 54.5455 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.177 | 0.642 | 0.1017 | 0.6926 | 0.4521 | 0.8735 |
Largest Winning Trade | 31108 | 31108 | 28535 | 2771269 | 700598 | 2771269 |
Largest Losing Trade | -1283307 | -58601 | -1283307 | -3201981 | -3201981 | -1840797 |
Avg Bars in Trades | 83 | 97 | 70 | 83 | 97 | 70 |
Avg Bars in Winners | 57 | 66 | 48 | 67 | 76 | 59 |
Avg Bars in Losers | 122 | 137 | 105 | 107 | 121 | 90 |
Bars Traded | 7377 | 4273 | 3104 | 7377 | 4273 | 3104 |
Profit Streak | 28.009 | 39.509 | 28.009 | 28.009 | 39.509 | 28.009 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578354 | -579288 | -578705 | -574886 | -579583 | 302490 |
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{ "first_band": { "type": "jma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 5 } } }
# | 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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