Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617783.1133 | 347047.0054 | 270736.108 | 1313465.6327 | -1539948.4151 | 2853414.0478 |
Total P&L (%) | 617.7831 | 347.047 | 270.7361 | 1313.4656 | -1539.9484 | 2853.414 |
Avg Daily Profit (%) | 0.3392 | 0.1905 | 0.1486 | 0.1455 | 0 | 0.186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155524 | -125215 | -44597 | -6646367 | -5011975 | -1860943 |
Profit Factor | 1.6542 | 1.6318 | 1.6853 | 1.0556 | 0.8825 | 1.2714 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 118 | 48 | 70 | 118 | 48 | 70 |
Losing Trades | 167 | 95 | 72 | 167 | 95 | 72 |
Profitability (%) | 41.4035 | 33.5664 | 49.2958 | 41.4035 | 33.5664 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.3411 | 3.2296 | 1.7334 | 1.494 | 1.7466 | 1.3077 |
Largest Winning Trade | 309213 | 309213 | 50497 | 2167203 | 2167203 | 1258671 |
Largest Losing Trade | -27719 | -27719 | -18974 | -986254 | -668698 | -986254 |
Avg Bars in Trades | 76 | 63 | 88 | 76 | 63 | 88 |
Avg Bars in Winners | 117 | 98 | 131 | 117 | 98 | 131 |
Avg Bars in Losers | 46 | 46 | 48 | 46 | 46 | 48 |
Bars Traded | 21720 | 9085 | 12635 | 21720 | 9085 | 12635 |
Profit Streak | 0 | 0 | 24.0372 | 0 | 0 | 24.0372 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378276 | 146290 | 311692 | -159581 | -584566 | 285132 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 58, "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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