Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410471.0266 | 327939.1497 | 82531.877 | 33919.8879 | 252090.1064 | -218170.2185 |
Total P&L (%) | 410.471 | 327.9392 | 82.5319 | 33.9199 | 252.0901 | -218.1702 |
Avg Daily Profit (%) | 0.2158 | 0.1724 | 0.0434 | 0.0154 | 0.0662 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95284 | -101490 | -68603 | -412323 | -320785 | -343145 |
Profit Factor | 1.6364 | 2.0006 | 1.2602 | 1.0212 | 1.3557 | 0.7551 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 52.2727 | 54.5455 | 50 | 52.2727 | 54.5455 | 50 |
Ratio Avg Win / Avg Loss | 1.4941 | 1.6671 | 1.2602 | 0.9324 | 1.1297 | 0.7551 |
Largest Winning Trade | 180520 | 180520 | 61538 | 238892 | 238892 | 116908 |
Largest Losing Trade | -49659 | -49228 | -49659 | -250608 | -124396 | -250608 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 90 | 66 | 117 | 90 | 66 | 117 |
Avg Bars in Losers | 29 | 35 | 24 | 29 | 35 | 24 |
Bars Traded | 5426 | 2308 | 3118 | 5426 | 2308 | 3118 |
Profit Streak | 0 | 0 | 579.2496 | 0 | 0 | 579.2496 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369823 | 426026 | -134102 | -373433 | -103482 | -579760 |
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{ "first_band": { "type": "fwma", "factors": { "length": 73, "offset": 80 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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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