Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224512.3143 | 137713.4324 | 86798.8819 | 69851.1299 | -16043.2168 | 85894.3466 |
Total P&L (%) | 224.5123 | 137.7134 | 86.7989 | 69.8511 | -16.0432 | 85.8943 |
Avg Daily Profit (%) | 0.2155 | 0.1322 | 0.0833 | 0.0509 | -0.0168 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93653 | -71409 | -54722 | -188339 | -200635 | -97452 |
Profit Factor | 1.2981 | 1.3567 | 1.2365 | 1.0597 | 0.975 | 1.1627 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 66.0377 | 66.1654 | 65.9091 | 66.0377 | 66.1654 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.6676 | 0.6938 | 0.6396 | 0.545 | 0.4986 | 0.6014 |
Largest Winning Trade | 38519 | 38519 | 31342 | 42008 | 42008 | 39964 |
Largest Losing Trade | -54722 | -51680 | -54722 | -143924 | -143924 | -78000 |
Avg Bars in Trades | 92 | 94 | 91 | 92 | 94 | 91 |
Avg Bars in Winners | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Losers | 146 | 157 | 136 | 146 | 157 | 136 |
Bars Traded | 24606 | 12543 | 12063 | 24606 | 12543 | 12063 |
Profit Streak | 0 | 0 | 13.3454 | 0 | 0 | 13.3454 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346488 | -15876 | -81212 | -278052 | -578883 | -154152 |
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{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 95, "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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