Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823272.7828 | 831960.1225 | -8687.3397 | 15952.6395 | -50065.9243 | 66018.5639 |
Total P&L (%) | 823.2728 | 831.9601 | -8.6873 | 15.9526 | -50.0659 | 66.0186 |
Avg Daily Profit (%) | 0.3559 | 0.3597 | -0.0038 | 0.0064 | -0.03 | 0.0219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173462 | -133062 | -244953 | -259170 | -203327 | -144930 |
Profit Factor | 1.7088 | 2.3339 | 0.9838 | 1.0106 | 0.9437 | 1.1082 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 40.3101 | 40 | 40.625 | 40.3101 | 40 | 40.625 |
Ratio Avg Win / Avg Loss | 2.5303 | 3.5009 | 1.4379 | 1.4965 | 1.4156 | 1.6196 |
Largest Winning Trade | 457434 | 457434 | 63742 | 191198 | 191198 | 88032 |
Largest Losing Trade | -57540 | -57540 | -31624 | -72155 | -71018 | -72155 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 4470 | 2232 | 2238 | 4470 | 2232 | 2238 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330565 | -121999 | -722215 | -406118 | -714958 | -407394 |
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{ "first_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 13, "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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