Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656018.2155 | 553602.511 | 102415.7045 | 2593127.5723 | 1209855.1176 | 1383272.4547 |
Total P&L (%) | 656.0182 | 553.6025 | 102.4157 | 2593.1276 | 1209.8551 | 1383.2725 |
Avg Daily Profit (%) | 0.332 | 0.2802 | 0.0518 | 0.1668 | 0.1303 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141284 | -78227 | -67332 | -7126981 | -3385312 | -3857298 |
Profit Factor | 2.4455 | 3.6195 | 1.4223 | 1.2528 | 1.2358 | 1.2697 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 42.8571 | 45.7143 | 40 | 42.8571 | 45.7143 | 40 |
Ratio Avg Win / Avg Loss | 3.2607 | 4.2982 | 2.1335 | 1.6703 | 1.4676 | 1.9045 |
Largest Winning Trade | 130716 | 130716 | 78933 | 2535423 | 1998660 | 2535423 |
Largest Losing Trade | -49414 | -31196 | -49414 | -2506446 | -896133 | -2506446 |
Avg Bars in Trades | 161 | 140 | 182 | 161 | 140 | 182 |
Avg Bars in Winners | 280 | 228 | 340 | 280 | 228 | 340 |
Avg Bars in Losers | 71 | 65 | 76 | 71 | 65 | 76 |
Bars Traded | 11292 | 4907 | 6385 | 11292 | 4907 | 6385 |
Profit Streak | 588.8303 | 723.997 | 0 | 588.8303 | 723.997 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87146 | 532292 | -125655 | -92311 | -19721 | -13181 |
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{ "first_band": { "type": "rma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "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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