Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562818.45 | 604653.5986 | -41835.1486 | 107227.7418 | 434666.7896 | -327439.0478 |
Total P&L (%) | 562.8185 | 604.6536 | -41.8351 | 107.2277 | 434.6668 | -327.439 |
Avg Daily Profit (%) | 0.3045 | 0.3271 | -0.0226 | 0.0394 | 0.0907 | 0 |
Buy And Hold Return (%) | 197.72 | 197.72 | 197.72 | 197.72 | 197.72 | 197.72 |
Max Trade Drawdown | -149841 | -46789 | -202209 | -433880 | -165956 | -578679 |
Profit Factor | 1.6169 | 2.6756 | 0.9241 | 1.0568 | 1.6217 | 0.7247 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 42.1053 | 47.9167 | 36.1702 | 42.1053 | 47.9167 | 36.1702 |
Ratio Avg Win / Avg Loss | 2.2233 | 2.9083 | 1.6308 | 1.4531 | 1.7628 | 1.2789 |
Largest Winning Trade | 185920 | 185920 | 77361 | 390860 | 390860 | 135733 |
Largest Losing Trade | -51338 | -46789 | -51338 | -163479 | -114897 | -163479 |
Avg Bars in Trades | 56 | 55 | 56 | 56 | 55 | 56 |
Avg Bars in Winners | 93 | 76 | 115 | 93 | 76 | 115 |
Avg Bars in Losers | 29 | 36 | 23 | 29 | 36 | 23 |
Bars Traded | 5342 | 2674 | 2668 | 5342 | 2674 | 2668 |
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 | 213388 | 376110 | -583297 | -466896 | -75033 | -584408 |
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{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "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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