Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537877.852 | 632750.2317 | -94872.3798 | -46386.2809 | 143921.711 | -190307.9919 |
Total P&L (%) | 537.8779 | 632.7502 | -94.8724 | -46.3863 | 143.9217 | -190.308 |
Avg Daily Profit (%) | 0.2926 | 0.3443 | -0.0516 | -0.0339 | 0.0485 | 0 |
Buy And Hold Return (%) | 235.5394 | 235.5394 | 235.5394 | 235.5394 | 235.5394 | 235.5394 |
Max Trade Drawdown | -167469 | -125210 | -80836 | -348194 | -206073 | -183328 |
Profit Factor | 1.8029 | 3.3314 | 0.7619 | 0.9482 | 1.3856 | 0.6351 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 36.7089 | 40 | 33.3333 | 36.7089 | 40 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.1084 | 4.9971 | 1.5239 | 1.6348 | 2.0784 | 1.2703 |
Largest Winning Trade | 633188 | 633188 | 54703 | 310985 | 310985 | 75588 |
Largest Losing Trade | -43007 | -28020 | -43007 | -124431 | -97866 | -124431 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 116 | 102 | 134 | 116 | 102 | 134 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 5252 | 2528 | 2723 | 5252 | 2528 | 2723 |
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 | -29195 | 302027 | -584461 | -614446 | -296026 | -585572 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 35, "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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