Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316332.6047 | 243305.0876 | 73027.5171 | 426185.8343 | 236243.7228 | 189942.1116 |
Total P&L (%) | 316.3326 | 243.3051 | 73.0275 | 426.1858 | 236.2437 | 189.9421 |
Avg Daily Profit (%) | 0.6074 | 0.4671 | 0.1402 | 0.3193 | 0.2331 | 0.2046 |
Buy And Hold Return (%) | 27.4566 | 27.4566 | 27.4566 | 27.4566 | 27.4566 | 27.4566 |
Max Trade Drawdown | -51779 | -42552 | -25720 | -330577 | -218951 | -155417 |
Profit Factor | 1.9798 | 2.3669 | 1.5042 | 1.326 | 1.3234 | 1.3292 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 40.6015 | 34.3284 | 46.9697 | 40.6015 | 34.3284 | 46.9697 |
Ratio Avg Win / Avg Loss | 2.8964 | 4.528 | 1.6982 | 1.9399 | 2.5318 | 1.5008 |
Largest Winning Trade | 225159 | 225159 | 19762 | 293061 | 293061 | 80893 |
Largest Losing Trade | -16605 | -11320 | -16605 | -87737 | -55563 | -87737 |
Avg Bars in Trades | 184 | 170 | 198 | 184 | 170 | 198 |
Avg Bars in Winners | 315 | 317 | 313 | 315 | 317 | 313 |
Avg Bars in Losers | 94 | 93 | 95 | 94 | 93 | 95 |
Bars Traded | 24479 | 11396 | 13083 | 24479 | 11396 | 13083 |
Profit Streak | 9.3493 | 9.6827 | 0 | 9.3493 | 9.6827 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419726 | -108101 | -133030 | 244430 | -113272 | -117226 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 215, "offset": 55 } }, "second_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } } }
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# | 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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