Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319391.6889 | 160694.6862 | 158697.0027 | -93802.7371 | -54245.1048 | -39557.6322 |
Total P&L (%) | 319.3917 | 160.6947 | 158.697 | -93.8027 | -54.2451 | -39.5576 |
Avg Daily Profit (%) | 0.2148 | 0.1081 | 0.1067 | -0.1869 | -0.0526 | -0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98897 | -110304 | -98897 | -166903 | -126526 | -122754 |
Profit Factor | 1.4499 | 1.472 | 1.4296 | 0.7419 | 0.6689 | 0.8019 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 52.2936 | 45.4545 | 59.2593 | 52.2936 | 45.4545 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.3227 | 1.7664 | 0.9828 | 0.6768 | 0.8026 | 0.5513 |
Largest Winning Trade | 74402 | 74402 | 73896 | 68271 | 68271 | 43949 |
Largest Losing Trade | -98897 | -40551 | -98897 | -122754 | -57985 | -122754 |
Avg Bars in Trades | 77 | 51 | 103 | 77 | 51 | 103 |
Avg Bars in Winners | 75 | 45 | 98 | 75 | 45 | 98 |
Avg Bars in Losers | 79 | 57 | 109 | 79 | 57 | 109 |
Bars Traded | 8420 | 2853 | 5567 | 8420 | 2853 | 5567 |
Profit Streak | 0 | 0 | 23.7021 | 0 | 0 | 23.7021 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336053 | -228277 | -229593 | -580190 | -762601 | -759087 |
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{ "first_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 207, "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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