Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921158.0657 | 822691.6289 | 98466.4367 | 3466626.3421 | 3185293.0604 | 281333.2817 |
Total P&L (%) | 921.1581 | 822.6916 | 98.4664 | 3466.6263 | 3185.2931 | 281.3333 |
Avg Daily Profit (%) | 0.5057 | 0.4517 | 0.0541 | 0.1964 | 0.1919 | 0.0735 |
Buy And Hold Return (%) | 220.295 | 220.295 | 220.295 | 220.295 | 220.295 | 220.295 |
Max Trade Drawdown | -94707 | -81389 | -66033 | -4446051 | -3934136 | -2485888 |
Profit Factor | 2.6026 | 4.0721 | 1.3207 | 1.2537 | 1.4549 | 1.0422 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 50 | 46.3415 | 53.6585 | 50 | 46.3415 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.6026 | 4.7151 | 1.1406 | 1.2537 | 1.6846 | 0.9001 |
Largest Winning Trade | 373290 | 373290 | 74834 | 3649464 | 3649464 | 1297394 |
Largest Losing Trade | -46505 | -31603 | -46505 | -1988798 | -1988798 | -1471101 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 7058 | 3281 | 3777 | 7058 | 3281 | 3777 |
Profit Streak | 0 | 37.4884 | 0 | 0 | 37.4884 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518831 | 342315 | -290280 | 312017 | 171864 | -354099 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "jma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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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