Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283033.5486 | 286222.0495 | -3188.5009 | -95329.8064 | -74747.708 | -20582.0984 |
Total P&L (%) | 283.0335 | 286.222 | -3.1885 | -95.3298 | -74.7477 | -20.5821 |
Avg Daily Profit (%) | 0.1517 | 0.1534 | -0.0017 | -0.1641 | -0.0737 | -0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192066 | -132132 | -233239 | -112220 | -113181 | -102241 |
Profit Factor | 1.1305 | 1.3014 | 0.9974 | 0.7995 | 0.6706 | 0.9172 |
Total Trades | 509 | 254 | 255 | 509 | 254 | 255 |
Winning Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Losing Trades | 239 | 123 | 116 | 239 | 123 | 116 |
Profitability (%) | 53.0452 | 51.5748 | 54.5098 | 53.0452 | 51.5748 | 54.5098 |
Ratio Avg Win / Avg Loss | 1.0007 | 1.2219 | 0.8324 | 0.7077 | 0.6296 | 0.7654 |
Largest Winning Trade | 74843 | 74843 | 43403 | 31970 | 22070 | 31970 |
Largest Losing Trade | -75154 | -38154 | -75154 | -37376 | -36807 | -37376 |
Avg Bars in Trades | 43 | 44 | 42 | 43 | 44 | 42 |
Avg Bars in Winners | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Losers | 47 | 50 | 44 | 47 | 50 | 44 |
Bars Traded | 22224 | 11277 | 10947 | 22224 | 11277 | 10947 |
Profit Streak | 22.738 | 22.738 | 45.8214 | 22.738 | 22.738 | 45.8214 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65156 | 335964 | -577869 | -576172 | -578760 | -577869 |
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{ "first_band": { "type": "jma", "factors": { "length": 41, "offset": 14 } }, "second_band": { "type": "wma", "factors": { "length": 116, "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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