Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495544.2491 | 587659.3359 | -92115.0868 | -684500.0514 | 452217.6996 | -1136717.751 |
Total P&L (%) | 495.5442 | 587.6593 | -92.1151 | -684.5001 | 452.2177 | -1136.7178 |
Avg Daily Profit (%) | 0.2641 | 0.3133 | -0.0491 | 0 | 0.0911 | 0 |
Buy And Hold Return (%) | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 | 272.4432 |
Max Trade Drawdown | -196102 | -52570 | -212641 | -1514422 | -274454 | -1355131 |
Profit Factor | 1.7571 | 3.9256 | 0.7969 | 0.8049 | 1.4596 | 0.5498 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 21 | 19 | 35 | 20 | 15 |
Losing Trades | 31 | 15 | 16 | 36 | 16 | 20 |
Profitability (%) | 56.338 | 58.3333 | 54.2857 | 49.2958 | 55.5556 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.3618 | 2.804 | 0.6711 | 0.8279 | 1.1677 | 0.733 |
Largest Winning Trade | 442484 | 442484 | 63319 | 550548 | 370993 | 550548 |
Largest Losing Trade | -171375 | -28560 | -171375 | -1130643 | -203202 | -1130643 |
Avg Bars in Trades | 51 | 39 | 64 | 51 | 39 | 64 |
Avg Bars in Winners | 56 | 36 | 78 | 46 | 41 | 52 |
Avg Bars in Losers | 45 | 42 | 47 | 56 | 35 | 73 |
Bars Traded | 3653 | 1405 | 2248 | 3653 | 1405 | 2248 |
Profit Streak | 0 | 0 | 17.1364 | 11.1364 | 12.6364 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87884 | 404951 | -579662 | -671690 | -78069 | -583565 |
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{ "first_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 64, "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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