Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634668.8808 | 505244.1046 | 129424.7762 | 1594542.0204 | 650025.196 | 944516.8244 |
Total P&L (%) | 634.6689 | 505.2441 | 129.4248 | 1594.542 | 650.0252 | 944.5168 |
Avg Daily Profit (%) | 0.3384 | 0.2694 | 0.069 | 0.151 | 0.1075 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95479 | -41043 | -107818 | -836663 | -351526 | -485136 |
Profit Factor | 2.6669 | 3.9738 | 1.6138 | 1.8167 | 1.6379 | 2.012 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.2384 | 6.2918 | 1.513 | 2.206 | 2.5934 | 1.8862 |
Largest Winning Trade | 360060 | 360060 | 60175 | 567639 | 567639 | 509580 |
Largest Losing Trade | -32061 | -29943 | -32061 | -271883 | -184717 | -271883 |
Avg Bars in Trades | 174 | 135 | 213 | 174 | 135 | 213 |
Avg Bars in Winners | 306 | 247 | 350 | 306 | 247 | 350 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 10822 | 4209 | 6613 | 10822 | 4209 | 6613 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146073 | 404725 | -97579 | -149316 | -50408 | -21515 |
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{ "first_band": { "type": "midprice", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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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