Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260491.1703 | 302979.8438 | -42488.6735 | -55068.0561 | 197217.2532 | -252285.3093 |
Total P&L (%) | 260.4912 | 302.9798 | -42.4887 | -55.0681 | 197.2173 | -252.2853 |
Avg Daily Profit (%) | 0.1318 | 0.1533 | -0.0215 | -0.0405 | 0.0551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172015 | -120664 | -215790 | -372633 | -295034 | -454223 |
Profit Factor | 1.3804 | 1.9742 | 0.8863 | 0.9544 | 1.3555 | 0.6132 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 42.8571 | 43.75 | 41.9355 | 42.8571 | 43.75 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.8405 | 2.5382 | 1.2272 | 1.2725 | 1.7428 | 0.8491 |
Largest Winning Trade | 156767 | 156767 | 71154 | 167816 | 143995 | 167816 |
Largest Losing Trade | -54324 | -40198 | -54324 | -162267 | -162267 | -123383 |
Avg Bars in Trades | 122 | 104 | 140 | 122 | 104 | 140 |
Avg Bars in Winners | 190 | 148 | 236 | 190 | 148 | 236 |
Avg Bars in Losers | 70 | 69 | 72 | 70 | 69 | 72 |
Bars Traded | 7697 | 3328 | 4369 | 7697 | 3328 | 4369 |
Profit Streak | 0 | 0 | 663.8628 | 0 | 0 | 663.8628 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169472 | 306328 | -581330 | -733166 | -120241 | -582996 |
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{ "first_band": { "type": "sma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 102, "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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