Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248709.3986 | 1032780.6953 | 215928.7032 | 11182795.316 | 1497938.2997 | 9684857.0163 |
Total P&L (%) | 1248.7094 | 1032.7807 | 215.9287 | 11182.7953 | 1497.9383 | 9684.857 |
Avg Daily Profit (%) | 0.5382 | 0.4452 | 0.0931 | 0.2039 | 0.1195 | 0.1978 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122861 | -79702 | -174926 | -14033645 | -11462636 | -4835363 |
Profit Factor | 2.0636 | 2.6357 | 1.3979 | 1.2567 | 1.0598 | 1.5233 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 170 | 86 | 84 | 170 | 86 | 84 |
Profitability (%) | 30.8943 | 30.0813 | 31.7073 | 30.8943 | 30.0813 | 31.7073 |
Ratio Avg Win / Avg Loss | 4.6159 | 6.1262 | 3.0108 | 2.8109 | 2.4632 | 3.281 |
Largest Winning Trade | 440489 | 440489 | 67963 | 10078224 | 10078224 | 6637267 |
Largest Losing Trade | -28345 | -28034 | -28345 | -2273126 | -2273126 | -2036254 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 83 | 81 | 85 | 83 | 81 | 85 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 8993 | 4451 | 4542 | 8993 | 4451 | 4542 |
Profit Streak | 17.047 | 0 | 19.047 | 17.047 | 0 | 19.047 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334052 | 258713 | -73697 | 123438 | -194678 | 136673 |
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{ "first_band": { "type": "jma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 5, "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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