Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338262.7523 | 419515.2014 | -81252.4491 | -45850.4466 | 63027.5136 | -108877.9603 |
Total P&L (%) | 338.2628 | 419.5152 | -81.2524 | -45.8504 | 63.0275 | -108.878 |
Avg Daily Profit (%) | 0.1711 | 0.2122 | -0.0411 | -0.031 | 0.0247 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144449 | -60888 | -256136 | -175262 | -94381 | -197841 |
Profit Factor | 1.5388 | 2.534 | 0.7707 | 0.9201 | 1.2141 | 0.6101 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 56.6667 | 63.3333 | 50 | 56.6667 | 63.3333 | 50 |
Ratio Avg Win / Avg Loss | 1.1768 | 1.467 | 0.7707 | 0.7036 | 0.7029 | 0.6101 |
Largest Winning Trade | 90473 | 85788 | 90473 | 80988 | 80988 | 67301 |
Largest Losing Trade | -61699 | -57319 | -61699 | -94381 | -94381 | -59689 |
Avg Bars in Trades | 92 | 70 | 114 | 92 | 70 | 114 |
Avg Bars in Winners | 106 | 80 | 141 | 106 | 80 | 141 |
Avg Bars in Losers | 73 | 54 | 87 | 73 | 54 | 87 |
Bars Traded | 5541 | 2121 | 3420 | 5541 | 2121 | 3420 |
Profit Streak | 0 | 0 | 580.9633 | 0 | 0 | 580.9633 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163718 | 472528 | -580242 | -753413 | -160731 | -580242 |
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{ "first_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 151, "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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