Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552077.0712 | 334503.6558 | 217573.4154 | 832782.3034 | -191202.3634 | 1023984.6668 |
Total P&L (%) | 552.0771 | 334.5037 | 217.5734 | 832.7823 | -191.2024 | 1023.9847 |
Avg Daily Profit (%) | 0.3059 | 0.1854 | 0.1206 | 0.1238 | 0 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70204 | -120961 | -48957 | -642778 | -695685 | -277127 |
Profit Factor | 1.8001 | 1.8291 | 1.7592 | 1.1948 | 0.925 | 1.5933 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 65 | 23 | 42 | 65 | 23 | 42 |
Losing Trades | 102 | 61 | 41 | 102 | 61 | 41 |
Profitability (%) | 38.9222 | 27.381 | 50.6024 | 38.9222 | 27.381 | 50.6024 |
Ratio Avg Win / Avg Loss | 2.8248 | 4.8511 | 1.7174 | 1.8748 | 2.4533 | 1.5553 |
Largest Winning Trade | 296421 | 296421 | 68215 | 490004 | 490004 | 364556 |
Largest Losing Trade | -21464 | -21270 | -21464 | -154626 | -154626 | -149006 |
Avg Bars in Trades | 128 | 107 | 149 | 128 | 107 | 149 |
Avg Bars in Winners | 205 | 202 | 207 | 205 | 202 | 207 |
Avg Bars in Losers | 79 | 72 | 89 | 79 | 72 | 89 |
Bars Traded | 21450 | 9049 | 12400 | 21450 | 9049 | 12400 |
Profit Streak | 0 | 0 | 18.634 | 0 | 0 | 18.634 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321281 | -8683 | -28399 | -35914 | -597650 | -10202 |
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{ "first_band": { "type": "rma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "offset": 0 } } }
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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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