Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7095182.7859 | 245740.5012 | -7340923.2872 | 72791182.4258 | -66817039.0802 | 139608221.506 |
Total P&L (%) | -7095.1828 | 245.7405 | -7340.9233 | 72791.1824 | -66817.0391 | 139608.2215 |
Avg Daily Profit (%) | -3.1385 | 0.1087 | -3.2472 | 0.292 | 0 | 0.3209 |
Buy And Hold Return (%) | 10221.2918 | 10221.2918 | 10221.2918 | 10221.2918 | 10221.2918 | 10221.2918 |
Max Trade Drawdown | -7356239 | -43430 | -7415404 | -140430815 | -92314015 | -74827047 |
Profit Factor | 0.0903 | 2.7336 | 0.0413 | 1.2581 | 0.5628 | 2.081 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 17 | 15 | 26 | 11 | 15 |
Losing Trades | 26 | 12 | 14 | 32 | 18 | 14 |
Profitability (%) | 55.1724 | 58.6207 | 51.7241 | 44.8276 | 37.931 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.0733 | 1.9296 | 0.0386 | 1.5485 | 0.9209 | 1.9422 |
Largest Winning Trade | 61131 | 61131 | 46248 | 151576799 | 25565533 | 151576799 |
Largest Losing Trade | -7356239 | -35540 | -7356239 | -53152299 | -53152299 | -24363234 |
Avg Bars in Trades | 106 | 90 | 123 | 106 | 90 | 123 |
Avg Bars in Winners | 95 | 91 | 99 | 107 | 96 | 114 |
Avg Bars in Losers | 121 | 90 | 148 | 106 | 87 | 131 |
Bars Traded | 6200 | 2633 | 3567 | 6200 | 2633 | 3567 |
Profit Streak | 191.8708 | 191.8708 | 241.5375 | 191.8708 | 191.8708 | 358.8708 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758633 | -206779 | -579637 | -170773 | -584937 | 523379 |
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{ "first_band": { "type": "jma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 53, "offset": 10 } } }
# | 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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