Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614874.0547 | 584453.1921 | 30420.8626 | 249778.3688 | 707080.9088 | -457302.5399 |
Total P&L (%) | 614.8741 | 584.4532 | 30.4209 | 249.7784 | 707.0809 | -457.3025 |
Avg Daily Profit (%) | 0.333 | 0.3165 | 0.0165 | 0.0678 | 0.1132 | 0 |
Buy And Hold Return (%) | 165.5592 | 165.5592 | 165.5592 | 165.5592 | 165.5592 | 165.5592 |
Max Trade Drawdown | -218659 | -110475 | -155489 | -2538382 | -1156611 | -1816361 |
Profit Factor | 1.3745 | 1.7289 | 1.0362 | 1.0217 | 1.1229 | 0.9204 |
Total Trades | 409 | 205 | 204 | 409 | 205 | 204 |
Winning Trades | 226 | 103 | 123 | 226 | 103 | 123 |
Losing Trades | 183 | 102 | 81 | 183 | 102 | 81 |
Profitability (%) | 55.2567 | 50.2439 | 60.2941 | 55.2567 | 50.2439 | 60.2941 |
Ratio Avg Win / Avg Loss | 1.113 | 1.7121 | 0.6824 | 0.8273 | 1.112 | 0.6061 |
Largest Winning Trade | 166325 | 166325 | 46308 | 916596 | 916596 | 370563 |
Largest Losing Trade | -54385 | -37624 | -54385 | -942210 | -611329 | -942210 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 10912 | 5250 | 5662 | 10912 | 5250 | 5662 |
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 | 372035 | 377923 | -516844 | -307733 | -128016 | -578653 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 101, "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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