Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070709.604 | 945331.1602 | 125378.4438 | 15794280.0453 | 11964840.6798 | 3829439.3655 |
Total P&L (%) | 1070.7096 | 945.3312 | 125.3784 | 15794.28 | 11964.8407 | 3829.4394 |
Avg Daily Profit (%) | 0.5903 | 0.5212 | 0.0691 | 0.2798 | 0.2646 | 0.2026 |
Buy And Hold Return (%) | 594.8083 | 594.8083 | 594.8083 | 594.8083 | 594.8083 | 594.8083 |
Max Trade Drawdown | -100664 | -79566 | -81099 | -10139896 | -6422710 | -4598257 |
Profit Factor | 3.2752 | 5.6453 | 1.4694 | 1.5025 | 1.9337 | 1.2057 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.6923 | 46.875 | 48.4848 | 47.6923 | 46.875 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.5921 | 6.398 | 1.5612 | 1.648 | 2.1916 | 1.2811 |
Largest Winning Trade | 302851 | 302851 | 73336 | 7426814 | 5238946 | 7426814 |
Largest Losing Trade | -29226 | -27630 | -29226 | -4174386 | -3018251 | -4174386 |
Avg Bars in Trades | 105 | 91 | 119 | 105 | 91 | 119 |
Avg Bars in Winners | 165 | 130 | 197 | 165 | 130 | 197 |
Avg Bars in Losers | 51 | 56 | 45 | 51 | 56 | 45 |
Bars Traded | 6861 | 2927 | 3934 | 6861 | 2927 | 3934 |
Profit Streak | 0 | 156.4635 | 0 | 0 | 156.4635 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127483 | 329080 | -264798 | -125744 | 431244 | 236848 |
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{ "first_band": { "type": "jma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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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