Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532316.2468 | 482844.5399 | 49471.7069 | -2850.5538 | 87653.7403 | -90504.2941 |
Total P&L (%) | 532.3162 | 482.8445 | 49.4717 | -2.8506 | 87.6537 | -90.5043 |
Avg Daily Profit (%) | 0.3314 | 0.3006 | 0.0308 | -0.0018 | 0.0392 | -0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189116 | -138156 | -84387 | -506704 | -463837 | -267962 |
Profit Factor | 1.6238 | 1.9684 | 1.1395 | 0.9986 | 1.0764 | 0.891 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 56.5891 | 49.2308 | 64.0625 | 56.5891 | 49.2308 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.2457 | 2.03 | 0.6392 | 0.766 | 1.11 | 0.4998 |
Largest Winning Trade | 300940 | 300940 | 34732 | 310174 | 310174 | 97486 |
Largest Losing Trade | -50067 | -50067 | -39326 | -181556 | -181556 | -129311 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 38 | 42 | 36 | 38 | 42 | 36 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 4680 | 2399 | 2281 | 4680 | 2399 | 2281 |
Profit Streak | 0 | 0 | 50.1152 | 0 | 0 | 50.1152 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443517 | -119759 | -358713 | -579581 | -409004 | -717570 |
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{ "first_band": { "type": "sma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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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