Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302848.7057 | 355881.7555 | -53033.0498 | -82845.9499 | 723170.1813 | -806016.1312 |
Total P&L (%) | 302.8487 | 355.8818 | -53.0331 | -82.846 | 723.1702 | -806.0161 |
Avg Daily Profit (%) | 0.1696 | 0.1993 | -0.0297 | -0.0987 | 0.1181 | 0 |
Buy And Hold Return (%) | 57.6662 | 57.6662 | 57.6662 | 57.6662 | 57.6662 | 57.6662 |
Max Trade Drawdown | -194421 | -128811 | -190971 | -683992 | -82379 | -821564 |
Profit Factor | 1.4409 | 2.2261 | 0.8663 | 0.9236 | 6.1123 | 0.145 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.1053 | 44.7368 | 39.4737 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 1.9812 | 2.7499 | 1.3284 | 1.2699 | 7.5505 | 0.2223 |
Largest Winning Trade | 312125 | 312125 | 52871 | 528946 | 528946 | 25000 |
Largest Losing Trade | -75848 | -43512 | -75848 | -503870 | -25883 | -503870 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 54 | 37 | 72 | 54 | 37 | 72 |
Avg Bars in Losers | 33 | 42 | 24 | 33 | 42 | 24 |
Bars Traded | 3191 | 1537 | 1654 | 3191 | 1537 | 1654 |
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 | -48596 | 333561 | -583191 | -635959 | -28387 | -584858 |
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{ "first_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 47, "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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