Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480178.7621 | 416602.9012 | 63575.8609 | 439396.467 | 421029.9727 | 18366.4943 |
Total P&L (%) | 480.1788 | 416.6029 | 63.5759 | 439.3965 | 421.03 | 18.3665 |
Avg Daily Profit (%) | 0.192 | 0.1666 | 0.0254 | 0.0674 | 0.066 | 0.0067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142488 | -126655 | -100934 | -433348 | -319959 | -237231 |
Profit Factor | 1.5387 | 1.98 | 1.1363 | 1.2519 | 1.5192 | 1.0197 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 44.0299 | 46.2687 | 41.791 | 44.0299 | 46.2687 | 41.791 |
Ratio Avg Win / Avg Loss | 1.9559 | 2.2993 | 1.5828 | 1.5914 | 1.7642 | 1.4203 |
Largest Winning Trade | 137428 | 137428 | 63132 | 165057 | 165057 | 128880 |
Largest Losing Trade | -27117 | -26113 | -27117 | -136348 | -95695 | -136348 |
Avg Bars in Trades | 54 | 48 | 59 | 54 | 48 | 59 |
Avg Bars in Winners | 74 | 60 | 90 | 74 | 60 | 90 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 7263 | 3272 | 3991 | 7263 | 3272 | 3991 |
Profit Streak | 248.7031 | 248.7031 | 317.0365 | 248.7031 | 248.7031 | 317.0365 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347811 | -105959 | -347568 | -102585 | -219312 | -509457 |
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{ "first_band": { "type": "jma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 70, "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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