Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798445.1004 | 559239.3369 | 239205.7635 | 2148722.52 | -756001.6567 | 2904724.1767 |
Total P&L (%) | 798.4451 | 559.2393 | 239.2058 | 2148.7225 | -756.0017 | 2904.7242 |
Avg Daily Profit (%) | 0.4388 | 0.3074 | 0.1315 | 0.1712 | 0 | 0.1872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85637 | -90491 | -42852 | -1512005 | -1611788 | -706756 |
Profit Factor | 3.8177 | 4.5197 | 2.9216 | 1.3829 | 0.7711 | 2.2575 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 20 | 7 | 13 | 20 | 7 | 13 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 31.25 | 21.875 | 40.625 | 31.25 | 21.875 | 40.625 |
Ratio Avg Win / Avg Loss | 8.3989 | 16.1417 | 4.2701 | 3.0423 | 2.7538 | 3.2995 |
Largest Winning Trade | 575143 | 575143 | 69248 | 1050461 | 651691 | 1050461 |
Largest Losing Trade | -21433 | -20294 | -21433 | -504498 | -504498 | -408627 |
Avg Bars in Trades | 55 | 39 | 71 | 55 | 39 | 71 |
Avg Bars in Winners | 124 | 101 | 136 | 124 | 101 | 136 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 3549 | 1250 | 2299 | 3549 | 1250 | 2299 |
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 | -134062 | -27222 | -15615 | -141575 | -621620 | 307703 |
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{ "first_band": { "type": "alma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 5, "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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