Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1542409.2839 | 1516392.4994 | 26016.7845 | 430744.4921 | 288515.9076 | 142228.5845 |
Total P&L (%) | 1542.4093 | 1516.3925 | 26.0168 | 430.7445 | 288.5159 | 142.2286 |
Avg Daily Profit (%) | 0.6671 | 0.6559 | 0.0113 | 0.0722 | 0.0587 | 0.0383 |
Buy And Hold Return (%) | 65 | 65 | 65 | 65 | 65 | 65 |
Max Trade Drawdown | -134429 | -84902 | -79598 | -2005191 | -1132029 | -910545 |
Profit Factor | 4.3926 | 8.0671 | 1.1084 | 1.1271 | 1.1624 | 1.0882 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.6225 | 11.4284 | 1.2789 | 1.4427 | 1.6468 | 1.2556 |
Largest Winning Trade | 1469599 | 1469599 | 85034 | 572133 | 572133 | 483077 |
Largest Losing Trade | -55865 | -39512 | -55865 | -427991 | -334179 | -427991 |
Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Winners | 111 | 111 | 111 | 111 | 111 | 111 |
Avg Bars in Losers | 44 | 27 | 64 | 44 | 27 | 64 |
Bars Traded | 4231 | 1809 | 2422 | 4231 | 1809 | 2422 |
Profit Streak | 0 | 0 | 68.1352 | 0 | 0 | 68.1352 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162507 | 613974 | -466783 | -359354 | -160512 | -292787 |
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{ "first_band": { "type": "fwma", "factors": { "length": 80, "offset": 155 } }, "second_band": { "type": "jma", "factors": { "length": 57, "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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