Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2006808.8997 | -134741.0567 | -1872067.843 | -120053.3436 | -3433971.073 | 3313917.7294 |
Total P&L (%) | -2006.8089 | -134.7411 | -1872.0678 | -120.0533 | -3433.9711 | 3313.9177 |
Avg Daily Profit (%) | -1.0711 | -0.0719 | -0.9991 | 0 | 0 | 0.1886 |
Buy And Hold Return (%) | 420.6824 | 420.6824 | 420.6824 | 420.6824 | 420.6824 | 420.6824 |
Max Trade Drawdown | -2101773 | -232254 | -1902905 | -4932243 | -4955174 | -2760720 |
Profit Factor | 0.2014 | 0.6614 | 0.1148 | 0.99 | 0.5148 | 1.6724 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 65 | 29 | 36 | 57 | 25 | 32 |
Losing Trades | 33 | 20 | 13 | 41 | 24 | 17 |
Profitability (%) | 66.3265 | 59.1837 | 73.4694 | 58.1633 | 51.0204 | 65.3061 |
Ratio Avg Win / Avg Loss | 0.1022 | 0.4561 | 0.0415 | 0.7121 | 0.4942 | 0.8884 |
Largest Winning Trade | 28690 | 28295 | 28690 | 3674257 | 1483543 | 3674257 |
Largest Losing Trade | -1198911 | -57139 | -1198911 | -2691921 | -2691921 | -2636032 |
Avg Bars in Trades | 55 | 64 | 45 | 55 | 64 | 45 |
Avg Bars in Winners | 18 | 17 | 19 | 40 | 47 | 34 |
Avg Bars in Losers | 126 | 131 | 119 | 75 | 81 | 68 |
Bars Traded | 5394 | 3145 | 2249 | 5394 | 3145 | 2249 |
Profit Streak | 27.1204 | 27.1204 | 51.787 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576658 | -578950 | -576651 | -579458 | -580549 | 374793 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 98, "offset": 72 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 98, "offset": 72 } } }
# | 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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