Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674231.2022 | 621301.606 | 52929.5962 | 128209.5258 | 82519.5726 | 45689.9532 |
Total P&L (%) | 674.2312 | 621.3016 | 52.9296 | 128.2095 | 82.5196 | 45.69 |
Avg Daily Profit (%) | 0.2697 | 0.2485 | 0.0212 | 0.033 | 0.0241 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94275 | -88649 | -71841 | -394116 | -376470 | -134479 |
Profit Factor | 2.0713 | 2.929 | 1.1723 | 1.0934 | 1.1032 | 1.0796 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 42.3529 | 34.8837 | 50 | 42.3529 | 34.8837 | 50 |
Ratio Avg Win / Avg Loss | 2.8193 | 5.4674 | 1.1723 | 1.4882 | 2.0593 | 1.0796 |
Largest Winning Trade | 474419 | 474419 | 60426 | 441528 | 441528 | 127102 |
Largest Losing Trade | -44411 | -37889 | -44411 | -231838 | -231838 | -113121 |
Avg Bars in Trades | 111 | 82 | 141 | 111 | 82 | 141 |
Avg Bars in Winners | 170 | 136 | 194 | 170 | 136 | 194 |
Avg Bars in Losers | 68 | 53 | 88 | 68 | 53 | 88 |
Bars Traded | 9501 | 3552 | 5949 | 9501 | 3552 | 5949 |
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 | 353672 | 295831 | -196722 | -269377 | -272435 | -307336 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 83, "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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