Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99142.3602 | 50144.1364 | 48998.2238 | 142143.8464 | 57274.8333 | 84869.0131 |
Total P&L (%) | 99.1424 | 50.1441 | 48.9982 | 142.1438 | 57.2748 | 84.869 |
Avg Daily Profit (%) | 0.216 | 0.1092 | 0.1067 | 0.1928 | 0.0987 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21676 | -13492 | -21401 | -43320 | -38515 | -31167 |
Profit Factor | 1.7843 | 1.9712 | 1.6552 | 1.6803 | 1.6225 | 1.7258 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 65.2174 | 66.6667 | 63.7931 | 65.2174 | 66.6667 | 63.7931 |
Ratio Avg Win / Avg Loss | 0.9516 | 0.9856 | 0.9394 | 0.8962 | 0.8112 | 0.9795 |
Largest Winning Trade | 16543 | 9160 | 16543 | 40521 | 11617 | 40521 |
Largest Losing Trade | -16751 | -13492 | -16751 | -38515 | -38515 | -29181 |
Avg Bars in Trades | 94 | 95 | 92 | 94 | 95 | 92 |
Avg Bars in Winners | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Losers | 138 | 136 | 140 | 138 | 136 | 140 |
Bars Traded | 10814 | 5451 | 5363 | 10814 | 5451 | 5363 |
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 | 355563 | -226186 | -230595 | 341221 | -240439 | -192759 |
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{ "first_band": { "type": "jma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.60095 } } }
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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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