Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423459.6712 | 189166.7668 | 234292.9045 | 504469.3376 | -623445.3712 | 1127914.7088 |
Total P&L (%) | 423.4597 | 189.1668 | 234.2929 | 504.4693 | -623.4454 | 1127.9147 |
Avg Daily Profit (%) | 0.2767 | 0.1236 | 0.1531 | 0.1177 | 0 | 0.164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147795 | -117091 | -88200 | -2619413 | -2463915 | -1441446 |
Profit Factor | 1.2508 | 1.2167 | 1.2873 | 1.0272 | 0.9345 | 1.125 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 270 | 131 | 139 | 270 | 131 | 139 |
Losing Trades | 341 | 174 | 167 | 341 | 174 | 167 |
Profitability (%) | 44.1899 | 42.9508 | 45.4248 | 44.1899 | 42.9508 | 45.4248 |
Ratio Avg Win / Avg Loss | 1.5797 | 1.6161 | 1.5466 | 1.2973 | 1.2412 | 1.3516 |
Largest Winning Trade | 75848 | 75848 | 63196 | 666542 | 666542 | 462497 |
Largest Losing Trade | -24463 | -19912 | -24463 | -475353 | -296582 | -475353 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 18218 | 9429 | 8789 | 18218 | 9429 | 8789 |
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 | 373744 | -28988 | 283721 | -224901 | -580813 | -75760 |
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{ "first_band": { "type": "jma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "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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