Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2345083.2092 | -203109.334 | -2141973.8752 | -24692.0871 | 5908679.2505 | -5933371.3376 |
Total P&L (%) | -2345.0832 | -203.1093 | -2141.9739 | -24.6921 | 5908.6793 | -5933.3713 |
Avg Daily Profit (%) | -1.252 | -0.1084 | -1.1436 | -0.0151 | 0.2189 | 0 |
Buy And Hold Return (%) | 432.6506 | 432.6506 | 432.6506 | 432.6506 | 432.6506 | 432.6506 |
Max Trade Drawdown | -2403981 | -252932 | -2179750 | -6347713 | -1015585 | -7736217 |
Profit Factor | 0.181 | 0.5153 | 0.1237 | 0.9979 | 4.5296 | 0.4161 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 19 | 30 | 47 | 29 | 18 |
Losing Trades | 38 | 24 | 14 | 40 | 14 | 26 |
Profitability (%) | 56.3218 | 44.186 | 68.1818 | 54.023 | 67.4419 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.1404 | 0.6509 | 0.0577 | 0.8493 | 2.1867 | 0.601 |
Largest Winning Trade | 30723 | 25823 | 30723 | 2704629 | 2704629 | 1204929 |
Largest Losing Trade | -1340464 | -61542 | -1340464 | -4745455 | -1015585 | -4745455 |
Avg Bars in Trades | 62 | 66 | 58 | 62 | 66 | 58 |
Avg Bars in Winners | 29 | 27 | 31 | 68 | 72 | 62 |
Avg Bars in Losers | 104 | 97 | 115 | 55 | 54 | 55 |
Bars Traded | 5438 | 2865 | 2573 | 5438 | 2865 | 2573 |
Profit Streak | 60.1611 | 82.4945 | 60.1611 | 60.1611 | 82.4945 | 60.1611 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578158 | -581622 | -576969 | -578456 | 695784 | -582861 |
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{ "first_band": { "type": "jma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 77, "offset": 0, "a": 0.75703 } } }
# | 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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