Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139269.5432 | 1183613.2748 | -44343.7316 | 30766.4243 | 430735.7318 | -399969.3075 |
Total P&L (%) | 1139.2695 | 1183.6133 | -44.3437 | 30.7664 | 430.7357 | -399.9693 |
Avg Daily Profit (%) | 0.5153 | 0.5353 | -0.0201 | 0.0121 | 0.0755 | 0 |
Buy And Hold Return (%) | 286.2298 | 286.2298 | 286.2298 | 286.2298 | 286.2298 | 286.2298 |
Max Trade Drawdown | -196702 | -82794 | -213940 | -655129 | -374485 | -578024 |
Profit Factor | 2.1543 | 3.615 | 0.917 | 1.0122 | 1.3472 | 0.6878 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 39.6396 | 43.6364 | 35.7143 | 39.6396 | 43.6364 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.2804 | 4.6694 | 1.6506 | 1.5413 | 1.7401 | 1.238 |
Largest Winning Trade | 972456 | 972456 | 59483 | 599706 | 599706 | 240829 |
Largest Losing Trade | -73770 | -56712 | -73770 | -249797 | -188378 | -249797 |
Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Winners | 61 | 49 | 76 | 61 | 49 | 76 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 4266 | 1838 | 2428 | 4266 | 1838 | 2428 |
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 | 318836 | -166949 | -763888 | -552135 | -283350 | -765000 |
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{ "first_band": { "type": "jma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 49, "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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