Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355270.045 | 83047.3229 | 272222.7221 | 613508.9204 | 123582.3878 | 489926.5326 |
Total P&L (%) | 355.27 | 83.0473 | 272.2227 | 613.5089 | 123.5824 | 489.9265 |
Avg Daily Profit (%) | 0.2335 | 0.0546 | 0.1789 | 0.1292 | 0.0529 | 0.1167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76320 | -83524 | -38905 | -226706 | -147336 | -106401 |
Profit Factor | 1.7093 | 1.2816 | 2.322 | 1.6143 | 1.2144 | 2.1602 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 50.4348 | 43.1034 | 57.8947 | 50.4348 | 43.1034 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6799 | 1.6917 | 1.6887 | 1.5865 | 1.603 | 1.571 |
Largest Winning Trade | 75959 | 72564 | 75959 | 131533 | 131533 | 108044 |
Largest Losing Trade | -33068 | -21206 | -33068 | -73999 | -73999 | -71505 |
Avg Bars in Trades | 51 | 36 | 68 | 51 | 36 | 68 |
Avg Bars in Winners | 67 | 36 | 91 | 67 | 36 | 91 |
Avg Bars in Losers | 36 | 35 | 36 | 36 | 35 | 36 |
Bars Traded | 5978 | 2092 | 3886 | 5978 | 2092 | 3886 |
Profit Streak | 0 | 0 | 14.362 | 0 | 0 | 14.362 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414293 | -301695 | -166095 | -16687 | -304354 | -211055 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 61, "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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