Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496926.5987 | 462571.4015 | 34355.1971 | 167946.6169 | 372252.7055 | -204306.0886 |
Total P&L (%) | 496.9266 | 462.5714 | 34.3552 | 167.9466 | 372.2527 | -204.3061 |
Avg Daily Profit (%) | 0.2173 | 0.2023 | 0.015 | 0.0431 | 0.0679 | 0 |
Buy And Hold Return (%) | 17.5135 | 17.5135 | 17.5135 | 17.5135 | 17.5135 | 17.5135 |
Max Trade Drawdown | -168634 | -189859 | -70306 | -790937 | -790456 | -487656 |
Profit Factor | 1.784 | 2.3378 | 1.1192 | 1.0746 | 1.3019 | 0.7995 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 42.029 | 42.8571 | 41.1765 | 42.029 | 42.8571 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.4606 | 3.117 | 1.5989 | 1.4822 | 1.7359 | 1.1422 |
Largest Winning Trade | 216805 | 216805 | 58145 | 593234 | 593234 | 183089 |
Largest Losing Trade | -39480 | -30069 | -39480 | -342238 | -166093 | -342238 |
Avg Bars in Trades | 60 | 57 | 64 | 60 | 57 | 64 |
Avg Bars in Winners | 87 | 65 | 112 | 87 | 65 | 112 |
Avg Bars in Losers | 41 | 51 | 31 | 41 | 51 | 31 |
Bars Traded | 4195 | 1999 | 2196 | 4195 | 1999 | 2196 |
Profit Streak | 78.3549 | 113.3549 | 0 | 78.3549 | 113.3549 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97667 | 355252 | -271613 | -382649 | -103290 | -582559 |
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{ "first_band": { "type": "jma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "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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