Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191405.5426 | 252165.5304 | -60759.9878 | -839806.7557 | -388142.745 | -451664.0107 |
Total P&L (%) | 191.4055 | 252.1655 | -60.76 | -839.8068 | -388.1427 | -451.664 |
Avg Daily Profit (%) | 0.154 | 0.2029 | -0.0489 | 0 | 0 | 0 |
Buy And Hold Return (%) | 24.893 | 24.893 | 24.893 | 24.893 | 24.893 | 24.893 |
Max Trade Drawdown | -91834 | -27722 | -91834 | -739779 | -421656 | -484405 |
Profit Factor | 1.292 | 2.7859 | 0.8818 | 0.5534 | 0.4663 | 0.6084 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 66 | 32 | 34 | 32 | 17 | 15 |
Losing Trades | 33 | 17 | 16 | 67 | 32 | 35 |
Profitability (%) | 66.6667 | 65.3061 | 68 | 32.3232 | 34.6939 | 30 |
Ratio Avg Win / Avg Loss | 0.646 | 1.48 | 0.415 | 1.1588 | 0.8778 | 1.4195 |
Largest Winning Trade | 39269 | 32474 | 39269 | 224661 | 102744 | 224661 |
Largest Losing Trade | -241598 | -20159 | -241598 | -241598 | -114256 | -241598 |
Avg Bars in Trades | 71 | 81 | 60 | 71 | 81 | 60 |
Avg Bars in Winners | 50 | 60 | 41 | 107 | 122 | 91 |
Avg Bars in Losers | 112 | 122 | 101 | 53 | 60 | 47 |
Bars Traded | 7040 | 4015 | 3025 | 7040 | 4015 | 3025 |
Profit Streak | 19.2484 | 19.2484 | 36.415 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351726 | 521672 | -757509 | -585721 | -586634 | -767222 |
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{ "first_band": { "type": "jma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 118, "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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