Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882883.4091 | 881517.9565 | 1365.4526 | 186686.3716 | 282231.5185 | -95545.1469 |
Total P&L (%) | 882.8834 | 881.518 | 1.3655 | 186.6864 | 282.2315 | -95.5451 |
Avg Daily Profit (%) | 0.3808 | 0.3802 | 0.0006 | 0.0454 | 0.0579 | -0.1341 |
Buy And Hold Return (%) | 103.3663 | 103.3663 | 103.3663 | 103.3663 | 103.3663 | 103.3663 |
Max Trade Drawdown | -174972 | -107434 | -260580 | -945237 | -729625 | -289256 |
Profit Factor | 1.5754 | 2.2049 | 1.0017 | 1.0454 | 1.1331 | 0.9521 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 169 | 88 | 81 | 169 | 88 | 81 |
Profitability (%) | 35 | 32.3077 | 37.6923 | 35 | 32.3077 | 37.6923 |
Ratio Avg Win / Avg Loss | 2.9258 | 4.6199 | 1.6559 | 1.9414 | 2.374 | 1.5739 |
Largest Winning Trade | 502080 | 502080 | 55897 | 593676 | 593676 | 154767 |
Largest Losing Trade | -32275 | -32275 | -28155 | -163403 | -163403 | -147183 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4384 | 2247 | 2137 | 4384 | 2247 | 2137 |
Profit Streak | 15.2776 | 0 | 17.7776 | 15.2776 | 0 | 17.7776 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318593 | 250628 | -579495 | -313541 | -198882 | -582152 |
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{ "first_band": { "type": "jma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 238, "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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