Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5217761.6288 | 5454902.3719 | -237140.7431 | -105319.6905 | -10502.9081 | -94816.7824 |
Total P&L (%) | 5217.7616 | 5454.9024 | -237.1407 | -105.3197 | -10.5029 | -94.8168 |
Avg Daily Profit (%) | 2.6567 | 2.7774 | -0.1207 | 0 | -0.0057 | -0.1506 |
Buy And Hold Return (%) | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 | 1991.5105 |
Max Trade Drawdown | -447471 | -133316 | -324649 | -219064 | -68400 | -150664 |
Profit Factor | 7.0782 | 17.0804 | 0.5433 | 0.5618 | 0.8694 | 0.407 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 17 | 16 | 44 | 22 | 22 |
Losing Trades | 49 | 24 | 25 | 38 | 19 | 19 |
Profitability (%) | 40.2439 | 41.4634 | 39.0244 | 53.6585 | 53.6585 | 53.6585 |
Ratio Avg Win / Avg Loss | 10.5101 | 24.1135 | 0.8489 | 0.4852 | 0.7509 | 0.3515 |
Largest Winning Trade | 5511889 | 5511889 | 56066 | 43190 | 43190 | 27792 |
Largest Losing Trade | -109634 | -61651 | -109634 | -79519 | -23177 | -79519 |
Avg Bars in Trades | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Winners | 70 | 75 | 65 | 24 | 30 | 19 |
Avg Bars in Losers | 29 | 31 | 26 | 70 | 73 | 66 |
Bars Traded | 3759 | 2052 | 1707 | 3759 | 2052 | 1707 |
Profit Streak | 0 | 0 | 516.4681 | 404.4681 | 555.4681 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262277 | 604212 | -584426 | -588495 | -578933 | -580268 |
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{ "first_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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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