Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96455.238 | -63332.5975 | 159787.8355 | -3129.947 | -132879.1834 | 129749.2364 |
Total P&L (%) | 96.4552 | -63.3326 | 159.7878 | -3.1299 | -132.8792 | 129.7492 |
Avg Daily Profit (%) | 0.0938 | -0.0616 | 0.1554 | -0.0031 | 0 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88480 | -105799 | -66114 | -159835 | -176858 | -102867 |
Profit Factor | 1.2195 | 0.7384 | 1.8096 | 0.9945 | 0.5836 | 1.5125 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 50.5263 | 50 | 51.0638 | 50.5263 | 50 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1941 | 0.7384 | 1.7342 | 0.9738 | 0.5836 | 1.4495 |
Largest Winning Trade | 40312 | 29220 | 40312 | 47791 | 30915 | 47791 |
Largest Losing Trade | -42483 | -42483 | -26125 | -64562 | -64562 | -47527 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 41 | 35 | 47 | 41 | 35 | 47 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 3845 | 1983 | 1862 | 3845 | 1983 | 1862 |
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 | -67819 | -580689 | 392097 | -580456 | -580689 | -83299 |
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{ "first_band": { "type": "jma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 12, "offset": 25 } } }
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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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