Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -333191.0383 | 108823.3229 | -442014.3612 | 2266793.1834 | 278344.8601 | 1988448.3233 |
Total P&L (%) | -333.191 | 108.8233 | -442.0144 | 2266.7932 | 278.3449 | 1988.4483 |
Avg Daily Profit (%) | -0.1841 | 0.0601 | -0.2442 | 0.175 | 0.0735 | 0.168 |
Buy And Hold Return (%) | 20.6915 | 20.6915 | 20.6915 | 20.6915 | 20.6915 | 20.6915 |
Max Trade Drawdown | -649087 | -133075 | -655913 | -1630204 | -1630204 | -255982 |
Profit Factor | 0.6915 | 1.3951 | 0.4506 | 1.6042 | 1.1099 | 2.6313 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 113 | 57 | 56 | 111 | 55 | 56 |
Losing Trades | 35 | 17 | 18 | 37 | 19 | 18 |
Profitability (%) | 76.3514 | 77.027 | 75.6757 | 75 | 74.3243 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.2142 | 0.4161 | 0.1448 | 0.5347 | 0.3834 | 0.8458 |
Largest Winning Trade | 22643 | 22643 | 20759 | 580137 | 278737 | 580137 |
Largest Losing Trade | -359637 | -73070 | -359637 | -1630204 | -1630204 | -214027 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 21 | 18 | 24 | 21 | 13 | 29 |
Avg Bars in Losers | 117 | 130 | 104 | 111 | 132 | 90 |
Bars Traded | 6529 | 3262 | 3267 | 6529 | 3262 | 3267 |
Profit Streak | 20.5133 | 66.2633 | 20.5133 | 20.5133 | 66.2633 | 20.5133 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575911 | -174098 | -641076 | 459872 | -255691 | -50293 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.93936, "nc": 0.1 } }, "second_band": { "type": "jma", "factors": { "length": 216, "offset": 200 } } }
# | 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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