Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1140315.615 | 978484.4476 | 161831.1674 | 20755232.2882 | 18624271.5663 | 2130960.7219 |
Total P&L (%) | 1140.3156 | 978.4844 | 161.8312 | 20755.2323 | 18624.2716 | 2130.9607 |
Avg Daily Profit (%) | 0.6276 | 0.5385 | 0.0891 | 0.2943 | 0.2884 | 0.171 |
Buy And Hold Return (%) | 667.3861 | 667.3861 | 667.3861 | 667.3861 | 667.3861 | 667.3861 |
Max Trade Drawdown | -108508 | -78753 | -100128 | -34461913 | -30690369 | -20626490 |
Profit Factor | 1.9773 | 2.749 | 1.2665 | 1.1203 | 1.2055 | 1.026 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Losing Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Profitability (%) | 51.6971 | 49.2147 | 54.1667 | 51.6971 | 49.2147 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.8475 | 2.8367 | 1.0716 | 1.0468 | 1.244 | 0.8682 |
Largest Winning Trade | 352801 | 352801 | 44643 | 13668589 | 13668589 | 8443174 |
Largest Losing Trade | -41705 | -31046 | -41705 | -9759377 | -8218924 | -9759377 |
Avg Bars in Trades | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Winners | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Losers | 21 | 22 | 20 | 21 | 22 | 20 |
Bars Traded | 10785 | 5450 | 5335 | 10785 | 5450 | 5335 |
Profit Streak | 0 | 13.4042 | 0 | 0 | 13.4042 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328224 | -3557 | -238684 | -76815 | 335527 | -187444 |
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{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } } }
# | 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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