Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314995.3984 | 295671.3112 | 19324.0873 | -37334.8223 | 185548.9777 | -222883.7999 |
Total P&L (%) | 314.9954 | 295.6713 | 19.3241 | -37.3348 | 185.549 | -222.8838 |
Avg Daily Profit (%) | 0.1647 | 0.1546 | 0.0101 | -0.0244 | 0.0549 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183508 | -131950 | -131782 | -493015 | -305976 | -242749 |
Profit Factor | 1.1328 | 1.2391 | 1.017 | 0.9882 | 1.1129 | 0.8536 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 379 | 186 | 193 | 379 | 186 | 193 |
Losing Trades | 365 | 186 | 179 | 365 | 186 | 179 |
Profitability (%) | 50.9409 | 50 | 51.8817 | 50.9409 | 50 | 51.8817 |
Ratio Avg Win / Avg Loss | 1.091 | 1.2391 | 0.9433 | 0.9517 | 1.1129 | 0.7917 |
Largest Winning Trade | 68195 | 68195 | 43136 | 93138 | 93138 | 58495 |
Largest Losing Trade | -38127 | -32934 | -38127 | -166586 | -166586 | -107434 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Losers | 27 | 28 | 27 | 27 | 28 | 27 |
Bars Traded | 22720 | 11562 | 11158 | 22720 | 11562 | 11158 |
Profit Streak | 5.5855 | 12.3355 | 0 | 5.5855 | 12.3355 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62378 | 354409 | -388231 | -576064 | -213101 | -578867 |
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{ "first_band": { "type": "alma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "offset": 0 } } }
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# | 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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