Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529822.816 | 244517.7757 | 285305.0403 | 173915.2995 | -1274007.5654 | 1447922.8649 |
Total P&L (%) | 529.8228 | 244.5178 | 285.305 | 173.9153 | -1274.0076 | 1447.9229 |
Avg Daily Profit (%) | 0.3182 | 0.1469 | 0.1714 | 0.0605 | 0 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167338 | -139048 | -115962 | -5475482 | -6409034 | -3635037 |
Profit Factor | 1.6658 | 1.4771 | 2.0073 | 1.0107 | 0.8745 | 1.2387 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 63.7931 | 56.8966 | 70.6897 | 63.7931 | 56.8966 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.9455 | 1.119 | 0.8323 | 0.5737 | 0.6625 | 0.5136 |
Largest Winning Trade | 103538 | 103538 | 46539 | 1633033 | 1633033 | 935967 |
Largest Losing Trade | -81359 | -62407 | -81359 | -2578851 | -2129162 | -2578851 |
Avg Bars in Trades | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Winners | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 3231 | 1686 | 1545 | 3231 | 1686 | 1545 |
Profit Streak | 0 | 0 | 70.2829 | 0 | 0 | 70.2829 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424779 | -174713 | -167304 | -320114 | -759661 | -169939 |
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{ "first_band": { "type": "sma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 79, "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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