Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98432.6504 | 29805.9452 | 68626.7051 | 63570.0777 | -1453.4956 | 65023.5734 |
Total P&L (%) | 98.4327 | 29.8059 | 68.6267 | 63.5701 | -1.4535 | 65.0236 |
Avg Daily Profit (%) | 0.189 | 0.0572 | 0.1318 | 0.0945 | -0.0028 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50187 | -57878 | -44286 | -82714 | -86712 | -60168 |
Profit Factor | 1.2558 | 1.1432 | 1.3886 | 1.1316 | 0.9946 | 1.304 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 61.1465 | 56.4103 | 65.8228 | 61.1465 | 56.4103 | 65.8228 |
Ratio Avg Win / Avg Loss | 0.798 | 0.8834 | 0.721 | 0.719 | 0.7686 | 0.6771 |
Largest Winning Trade | 21086 | 21086 | 15921 | 21154 | 21154 | 17668 |
Largest Losing Trade | -27799 | -24624 | -27799 | -40610 | -40610 | -38053 |
Avg Bars in Trades | 155 | 168 | 143 | 155 | 168 | 143 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 261 | 273 | 245 | 261 | 273 | 245 |
Bars Traded | 24464 | 13150 | 11314 | 24464 | 13150 | 11314 |
Profit Streak | 11.6106 | 18.6939 | 11.6106 | 11.6106 | 18.6939 | 11.6106 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304632 | -217693 | -42822 | -141863 | -614134 | -90967 |
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{ "first_band": { "type": "jma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 119, "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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