Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230594.0079 | 31532.7266 | 199061.2813 | 150304.8311 | -135272.7522 | 285577.5833 |
Total P&L (%) | 230.594 | 31.5327 | 199.0613 | 150.3048 | -135.2728 | 285.5776 |
Avg Daily Profit (%) | 0.177 | 0.0242 | 0.1528 | 0.0705 | 0 | 0.1037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86758 | -58853 | -89963 | -615833 | -403652 | -516243 |
Profit Factor | 1.2991 | 1.0748 | 1.57 | 1.0483 | 0.9184 | 1.1961 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 139 | 62 | 77 | 139 | 62 | 77 |
Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
Profitability (%) | 55.6 | 49.6 | 61.6 | 55.6 | 49.6 | 61.6 |
Ratio Avg Win / Avg Loss | 1.0374 | 1.0921 | 0.9787 | 0.8371 | 0.9332 | 0.7456 |
Largest Winning Trade | 61063 | 46150 | 61063 | 209945 | 209945 | 131208 |
Largest Losing Trade | -32412 | -32412 | -26682 | -216698 | -199084 | -216698 |
Avg Bars in Trades | 10 | 8 | 12 | 10 | 8 | 12 |
Avg Bars in Winners | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Losers | 7 | 4 | 11 | 7 | 4 | 11 |
Bars Traded | 2529 | 1000 | 1528 | 2529 | 1000 | 1528 |
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 | 353346 | -301859 | 318392 | -265633 | -580878 | -59467 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 16 } }, "second_band": { "type": "jma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 16 } }, "second_band": { "type": "jma", "factors": { "length": 64, "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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