Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502296.8403 | 409328.01 | 92968.8303 | 200765.1633 | 375584.1452 | -174818.9819 |
Total P&L (%) | 502.2968 | 409.328 | 92.9688 | 200.7652 | 375.5841 | -174.819 |
Avg Daily Profit (%) | 0.2188 | 0.1783 | 0.0405 | 0.048 | 0.0679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157996 | -136973 | -150538 | -316833 | -179469 | -387391 |
Profit Factor | 1.5242 | 1.8277 | 1.2005 | 1.1086 | 1.4215 | 0.8176 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 42.515 | 38.0952 | 46.988 | 42.515 | 38.0952 | 46.988 |
Ratio Avg Win / Avg Loss | 2.0609 | 2.97 | 1.3544 | 1.4989 | 2.31 | 0.9224 |
Largest Winning Trade | 230916 | 230916 | 63003 | 291244 | 291244 | 76092 |
Largest Losing Trade | -45357 | -37844 | -45357 | -118348 | -61133 | -118348 |
Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
Avg Bars in Winners | 77 | 72 | 81 | 77 | 72 | 81 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 8964 | 4119 | 4845 | 8964 | 4119 | 4845 |
Profit Streak | 0 | 0 | 145.2241 | 0 | 0 | 145.2241 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314185 | 213994 | -139456 | -231993 | -105231 | -580898 |
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{ "first_band": { "type": "pwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 63, "offset": 0 } } }
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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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