Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144153.1201 | 1177911.6173 | -33758.4973 | 719265.99 | 1096266.3121 | -377000.3221 |
Total P&L (%) | 1144.1531 | 1177.9116 | -33.7585 | 719.266 | 1096.2663 | -377.0003 |
Avg Daily Profit (%) | 0.6298 | 0.6484 | -0.0186 | 0.1158 | 0.1367 | 0 |
Buy And Hold Return (%) | 614.4655 | 614.4655 | 614.4655 | 614.4655 | 614.4655 | 614.4655 |
Max Trade Drawdown | -127218 | -83395 | -123973 | -1055704 | -841421 | -530283 |
Profit Factor | 2.7544 | 4.8776 | 0.9031 | 1.1705 | 1.5136 | 0.8191 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 40.4494 | 43.1818 | 37.7778 | 40.4494 | 43.1818 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.055 | 6.4179 | 1.4875 | 1.7232 | 1.9916 | 1.3492 |
Largest Winning Trade | 729990 | 729990 | 80161 | 1090848 | 1090848 | 468711 |
Largest Losing Trade | -29985 | -29985 | -25564 | -341373 | -341373 | -254046 |
Avg Bars in Trades | 60 | 55 | 66 | 60 | 55 | 66 |
Avg Bars in Winners | 99 | 85 | 115 | 99 | 85 | 115 |
Avg Bars in Losers | 34 | 31 | 36 | 34 | 31 | 36 |
Bars Traded | 5397 | 2422 | 2975 | 5397 | 2422 | 2975 |
Profit Streak | 0 | 103.8856 | 0 | 0 | 103.8856 | 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 | 204554 | 377924 | -583798 | -186004 | -17579 | -583798 |
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{ "first_band": { "type": "rma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 41, "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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