Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427890.8722 | 488059.9128 | -60169.0407 | -24706.3159 | 322282.7545 | -346989.0704 |
Total P&L (%) | 427.8909 | 488.0599 | -60.169 | -24.7063 | 322.2828 | -346.9891 |
Avg Daily Profit (%) | 0.2357 | 0.2688 | -0.0331 | -0.0156 | 0.0794 | 0 |
Buy And Hold Return (%) | 139.4403 | 139.4403 | 139.4403 | 139.4403 | 139.4403 | 139.4403 |
Max Trade Drawdown | -145839 | -69936 | -157640 | -385301 | -188047 | -452978 |
Profit Factor | 1.6795 | 2.9214 | 0.8399 | 0.9788 | 1.661 | 0.4889 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.3158 | 50 | 52.6316 | 51.3158 | 50 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5933 | 2.9214 | 0.7559 | 0.9286 | 1.661 | 0.44 |
Largest Winning Trade | 261350 | 261350 | 77675 | 279116 | 279116 | 46949 |
Largest Losing Trade | -55306 | -50604 | -55306 | -198296 | -126589 | -198296 |
Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Winners | 53 | 38 | 67 | 53 | 38 | 67 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 3363 | 1338 | 2025 | 3363 | 1338 | 2025 |
Profit Streak | 23.3157 | 88.3157 | 23.3157 | 23.3157 | 88.3157 | 23.3157 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44084 | 449867 | -579877 | -632919 | -87264 | -579877 |
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{ "first_band": { "type": "jma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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