Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519799.2464 | 447006.4522 | 72792.7942 | 281440.4946 | 197363.2679 | 84077.2267 |
Total P&L (%) | 519.7992 | 447.0065 | 72.7928 | 281.4405 | 197.3633 | 84.0772 |
Avg Daily Profit (%) | 0.2631 | 0.2262 | 0.0368 | 0.0678 | 0.0552 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230531 | -148676 | -106104 | -3556578 | -2363841 | -1195599 |
Profit Factor | 1.7955 | 2.3896 | 1.2194 | 1.047 | 1.0605 | 1.0308 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 46.1538 | 41.0256 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.0947 | 3.435 | 1.1584 | 1.2215 | 1.5244 | 0.9793 |
Largest Winning Trade | 144526 | 144526 | 72312 | 1550099 | 1241506 | 1550099 |
Largest Losing Trade | -64200 | -39415 | -64200 | -1455912 | -1455912 | -761997 |
Avg Bars in Trades | 149 | 143 | 155 | 149 | 143 | 155 |
Avg Bars in Winners | 217 | 211 | 223 | 217 | 211 | 223 |
Avg Bars in Losers | 90 | 96 | 83 | 90 | 96 | 83 |
Bars Traded | 11646 | 5601 | 6045 | 11646 | 5601 | 6045 |
Profit Streak | 0 | 0 | 657.7224 | 0 | 0 | 657.7224 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28291 | 321401 | -142578 | -311564 | -275603 | -338398 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.62974 } }, "second_band": { "type": "jma", "factors": { "length": 94, "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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