Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432837.4177 | 435393.1198 | -2555.702 | 225235.9112 | 608741.9192 | -383506.008 |
Total P&L (%) | 432.8374 | 435.3931 | -2.5557 | 225.2359 | 608.7419 | -383.506 |
Avg Daily Profit (%) | 0.2303 | 0.2316 | -0.0014 | 0.0628 | 0.1042 | 0 |
Buy And Hold Return (%) | 193.0001 | 193.0001 | 193.0001 | 193.0001 | 193.0001 | 193.0001 |
Max Trade Drawdown | -109959 | -62937 | -96425 | -1091797 | -642006 | -1135851 |
Profit Factor | 2.042 | 3.1803 | 0.9882 | 1.0662 | 1.3857 | 0.7901 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 52.5424 | 51.7241 | 53.3333 | 52.5424 | 51.7241 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8444 | 2.9682 | 0.8646 | 0.963 | 1.2934 | 0.6913 |
Largest Winning Trade | 333306 | 333306 | 33971 | 588685 | 588685 | 286178 |
Largest Losing Trade | -40648 | -40648 | -34094 | -469423 | -458755 | -469423 |
Avg Bars in Trades | 186 | 201 | 171 | 186 | 201 | 171 |
Avg Bars in Winners | 240 | 278 | 204 | 240 | 278 | 204 |
Avg Bars in Losers | 126 | 119 | 133 | 126 | 119 | 133 |
Bars Traded | 10996 | 5850 | 5146 | 10996 | 5850 | 5146 |
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 | -172680 | 322380 | -580393 | -551532 | -55602 | -580393 |
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{ "first_band": { "type": "t3", "factors": { "length": 177, "offset": 0, "a": 0.95174 } }, "second_band": { "type": "jma", "factors": { "length": 212, "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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