Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122889.5248 | 980567.1205 | 142322.4043 | 1194059.3546 | 365392.1762 | 828667.1784 |
Total P&L (%) | 1122.8895 | 980.5671 | 142.3224 | 1194.0594 | 365.3922 | 828.6672 |
Avg Daily Profit (%) | 0.4715 | 0.4117 | 0.0598 | 0.1076 | 0.0646 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122484 | -77867 | -73757 | -3456156 | -2396982 | -2475441 |
Profit Factor | 2.7857 | 4.3016 | 1.4289 | 1.1206 | 1.0722 | 1.1711 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.5079 | 5.2233 | 1.8686 | 1.4111 | 1.302 | 1.5315 |
Largest Winning Trade | 602119 | 602119 | 69413 | 1385882 | 1089246 | 1385882 |
Largest Losing Trade | -52691 | -43365 | -52691 | -1505651 | -1505651 | -1083951 |
Avg Bars in Trades | 150 | 106 | 195 | 150 | 106 | 195 |
Avg Bars in Winners | 266 | 174 | 364 | 266 | 174 | 364 |
Avg Bars in Losers | 58 | 50 | 65 | 58 | 50 | 65 |
Bars Traded | 9163 | 3305 | 5858 | 9163 | 3305 | 5858 |
Profit Streak | 46.209 | 62.709 | 0 | 46.209 | 62.709 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151998 | 567650 | -113780 | -304522 | -249137 | -101383 |
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{ "first_band": { "type": "midprice", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 70, "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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