Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677511.6005 | 549410.2391 | 128101.3614 | 826247.9709 | 641446.9358 | 184801.0351 |
Total P&L (%) | 677.5116 | 549.4102 | 128.1014 | 826.248 | 641.4469 | 184.801 |
Avg Daily Profit (%) | 0.2803 | 0.2273 | 0.053 | 0.0921 | 0.0829 | 0.0433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96551 | -77996 | -162749 | -1943834 | -1883805 | -820574 |
Profit Factor | 1.6315 | 2.0036 | 1.2438 | 1.0892 | 1.127 | 1.0439 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 39.5833 | 37.5 | 41.6667 | 39.5833 | 37.5 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.4903 | 3.3394 | 1.7414 | 1.6625 | 1.8783 | 1.4614 |
Largest Winning Trade | 221575 | 221575 | 60522 | 1017276 | 1017276 | 545665 |
Largest Losing Trade | -40112 | -31951 | -40112 | -417917 | -417917 | -310592 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Losers | 31 | 37 | 24 | 31 | 37 | 24 |
Bars Traded | 9428 | 4809 | 4619 | 9428 | 4809 | 4619 |
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 | 315630 | 249087 | -124833 | -193888 | -166747 | -310848 |
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{ "first_band": { "type": "jma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 14, "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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