Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438518.885 | 444630.4633 | -6111.5783 | -72808.4192 | 340266.9321 | -413075.3513 |
Total P&L (%) | 438.5189 | 444.6305 | -6.1116 | -72.8084 | 340.2669 | -413.0754 |
Avg Daily Profit (%) | 0.1846 | 0.1871 | -0.0026 | -0.0548 | 0.0624 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215066 | -148872 | -160498 | -1136248 | -963908 | -516792 |
Profit Factor | 1.2709 | 1.5099 | 0.9918 | 0.9808 | 1.1713 | 0.7699 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Losing Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Profitability (%) | 64.1834 | 64.3678 | 64 | 64.1834 | 64.3678 | 64 |
Ratio Avg Win / Avg Loss | 0.7092 | 0.8358 | 0.5579 | 0.5473 | 0.6484 | 0.4331 |
Largest Winning Trade | 92135 | 92135 | 25559 | 340289 | 340289 | 195134 |
Largest Losing Trade | -80215 | -74400 | -80215 | -507107 | -408596 | -507107 |
Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
Avg Bars in Winners | 8 | 11 | 6 | 8 | 11 | 6 |
Avg Bars in Losers | 21 | 32 | 10 | 21 | 32 | 10 |
Bars Traded | 4642 | 3278 | 1364 | 4642 | 3278 | 1364 |
Profit Streak | 48.5284 | 48.5284 | 75.5284 | 48.5284 | 48.5284 | 75.5284 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403868 | 385077 | -576903 | -575287 | -139927 | -576903 |
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{ "first_band": { "type": "dcl", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 66, "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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