Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235642.6653 | 251651.0692 | -16008.4039 | 168932.4691 | 732090.1568 | -563157.6877 |
Total P&L (%) | 235.6427 | 251.6511 | -16.0084 | 168.9325 | 732.0902 | -563.1577 |
Avg Daily Profit (%) | 0.2648 | 0.2828 | -0.018 | 0.1112 | 0.2383 | 0 |
Buy And Hold Return (%) | 254.9272 | 254.9272 | 254.9272 | 254.9272 | 254.9272 | 254.9272 |
Max Trade Drawdown | -162413 | -76339 | -118537 | -789709 | -267830 | -688129 |
Profit Factor | 1.5373 | 2.4767 | 0.9403 | 1.114 | 2.5688 | 0.4455 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 42.2535 | 48.5714 | 36.1111 | 42.2535 | 48.5714 | 36.1111 |
Ratio Avg Win / Avg Loss | 2.101 | 2.6224 | 1.6636 | 1.5224 | 2.7199 | 0.7882 |
Largest Winning Trade | 68907 | 68907 | 42498 | 383716 | 383716 | 68818 |
Largest Losing Trade | -30866 | -26634 | -30866 | -209181 | -78292 | -209181 |
Avg Bars in Trades | 71 | 59 | 84 | 71 | 59 | 84 |
Avg Bars in Winners | 91 | 64 | 127 | 91 | 64 | 127 |
Avg Bars in Losers | 57 | 54 | 59 | 57 | 54 | 59 |
Bars Traded | 5100 | 2075 | 3025 | 5100 | 2075 | 3025 |
Profit Streak | 24.1691 | 0 | 28.1691 | 24.1691 | 0 | 28.1691 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248703 | -153294 | -582863 | -398090 | 341032 | -585640 |
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{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 124, "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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