Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956111.3211 | 884638.7613 | 71472.5598 | 2999780.9682 | 3855022.7735 | -855241.8053 |
Total P&L (%) | 956.1113 | 884.6388 | 71.4726 | 2999.781 | 3855.0228 | -855.2418 |
Avg Daily Profit (%) | 0.4371 | 0.4044 | 0.0327 | 0.1571 | 0.1683 | 0 |
Buy And Hold Return (%) | 578.5736 | 578.5736 | 578.5736 | 578.5736 | 578.5736 | 578.5736 |
Max Trade Drawdown | -143990 | -98732 | -158939 | -1252340 | -879400 | -1279606 |
Profit Factor | 1.8645 | 2.624 | 1.1273 | 1.2906 | 1.7846 | 0.8419 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 204 | 103 | 101 | 204 | 103 | 101 |
Losing Trades | 242 | 120 | 122 | 242 | 120 | 122 |
Profitability (%) | 45.7399 | 46.1883 | 45.2915 | 45.7399 | 46.1883 | 45.2915 |
Ratio Avg Win / Avg Loss | 2.2118 | 3.0571 | 1.3617 | 1.531 | 2.0791 | 1.0169 |
Largest Winning Trade | 392278 | 392278 | 55051 | 2359647 | 2359647 | 801990 |
Largest Losing Trade | -65564 | -30275 | -65564 | -714993 | -714993 | -537347 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 38 | 34 | 43 | 38 | 34 | 43 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 12835 | 5937 | 6898 | 12835 | 5937 | 6898 |
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 | 192591 | 150035 | -396688 | 307827 | 372000 | -580330 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 85 } }, "second_band": { "type": "jma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 85 } }, "second_band": { "type": "jma", "factors": { "length": 121, "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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