Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44069.966 | 42417.4723 | 1652.4937 | 51953.9534 | 49430.1471 | 2523.8063 |
Total P&L (%) | 44.07 | 42.4175 | 1.6525 | 51.954 | 49.4301 | 2.5238 |
Avg Daily Profit (%) | 0.8462 | 0.8145 | 0.0317 | 0.8066 | 0.7742 | 0.0479 |
Buy And Hold Return (%) | 12.7479 | 12.7479 | 12.7479 | 12.7479 | 12.7479 | 12.7479 |
Max Trade Drawdown | -16289 | -15314 | -4107 | -19720 | -18575 | -4846 |
Profit Factor | 2.0245 | 2.4695 | 1.1168 | 2.0462 | 2.477 | 1.1558 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Losing Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Profitability (%) | 64.1975 | 77.5 | 51.2195 | 64.1975 | 77.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.129 | 0.7169 | 1.0636 | 1.1411 | 0.7191 | 1.1008 |
Largest Winning Trade | 6795 | 6795 | 2244 | 8546 | 8546 | 3335 |
Largest Losing Trade | -8830 | -8830 | -4107 | -10971 | -10971 | -4846 |
Avg Bars in Trades | 240 | 458 | 26 | 240 | 458 | 26 |
Avg Bars in Winners | 218 | 348 | 26 | 218 | 348 | 26 |
Avg Bars in Losers | 279 | 839 | 27 | 279 | 839 | 27 |
Bars Traded | 19451 | 18353 | 1098 | 19451 | 18353 | 1098 |
Profit Streak | 4.3848 | 10.8723 | 4.3848 | 4.3848 | 10.8723 | 4.3848 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2792 | 547209 | -409245 | -2235 | 556951 | -344741 |
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{ "first_band": { "type": "jma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 93, "offset": 0, "scalar": 5 } } }
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# | 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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