Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572667.8286 | 1694619.0417 | -121951.2131 | -49708.4281 | 118869.7555 | -168578.1836 |
Total P&L (%) | 1572.6678 | 1694.619 | -121.9512 | -49.7084 | 118.8698 | -168.5782 |
Avg Daily Profit (%) | 0.8763 | 0.9443 | -0.068 | -0.0383 | 0.0437 | 0 |
Buy And Hold Return (%) | 390.0449 | 390.0449 | 390.0449 | 390.0449 | 390.0449 | 390.0449 |
Max Trade Drawdown | -161400 | -156168 | -251688 | -152624 | -167633 | -251424 |
Profit Factor | 2.5147 | 4.5102 | 0.7805 | 0.9449 | 1.3046 | 0.6705 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 33.0986 | 28.169 | 38.0282 | 33.0986 | 28.169 | 38.0282 |
Ratio Avg Win / Avg Loss | 5.0829 | 11.501 | 1.2719 | 1.9099 | 3.3268 | 1.0927 |
Largest Winning Trade | 1592224 | 1592224 | 61415 | 147726 | 147726 | 68339 |
Largest Losing Trade | -69691 | -32565 | -69691 | -96450 | -33023 | -96450 |
Avg Bars in Trades | 148 | 138 | 159 | 148 | 138 | 159 |
Avg Bars in Winners | 296 | 299 | 294 | 296 | 299 | 294 |
Avg Bars in Losers | 75 | 75 | 76 | 75 | 75 | 76 |
Bars Traded | 21116 | 9813 | 11303 | 21116 | 9813 | 11303 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346860 | -83994 | -670725 | -584197 | -401958 | -670725 |
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{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.61099 } }, "second_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.61099 } }, "second_band": { "type": "jma", "factors": { "length": 69, "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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