Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500112.1488 | 335439.9288 | 164672.22 | 635866.1513 | 400294.0607 | 235572.0906 |
Total P&L (%) | 500.1121 | 335.4399 | 164.6722 | 635.8662 | 400.2941 | 235.5721 |
Avg Daily Profit (%) | 0.3695 | 0.2479 | 0.1217 | 0.1476 | 0.119 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101524 | -76771 | -69446 | -494309 | -185785 | -308524 |
Profit Factor | 1.98 | 2.2363 | 1.689 | 1.4205 | 1.512 | 1.3226 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 35.6322 | 27.2727 | 44.186 | 35.6322 | 27.2727 | 44.186 |
Ratio Avg Win / Avg Loss | 3.5768 | 5.9635 | 2.1335 | 2.5661 | 4.032 | 1.6707 |
Largest Winning Trade | 246432 | 246432 | 49324 | 276336 | 276336 | 201862 |
Largest Losing Trade | -54358 | -16890 | -54358 | -115937 | -97118 | -115937 |
Avg Bars in Trades | 91 | 73 | 110 | 91 | 73 | 110 |
Avg Bars in Winners | 175 | 155 | 188 | 175 | 155 | 188 |
Avg Bars in Losers | 44 | 42 | 47 | 44 | 42 | 47 |
Bars Traded | 7969 | 3236 | 4733 | 7969 | 3236 | 4733 |
Profit Streak | 16.0502 | 32.5502 | 0 | 16.0502 | 32.5502 | 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 | 304950 | -6912 | -29577 | 55743 | -50795 | -74352 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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# | 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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