Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124398.579 | 55039.0836 | 69359.4954 | 142506.2922 | 78685.9676 | 63820.3246 |
Total P&L (%) | 124.3986 | 55.0391 | 69.3595 | 142.5063 | 78.686 | 63.8203 |
Avg Daily Profit (%) | 0.4777 | 0.2113 | 0.2663 | 0.3407 | 0.2231 | 0.1897 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68099 | -52467 | -35189 | -147556 | -70699 | -105295 |
Profit Factor | 1.4619 | 1.4006 | 1.5257 | 1.2593 | 1.2956 | 1.2252 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 44.4444 | 39.6552 | 49.1525 | 44.4444 | 39.6552 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.8274 | 2.1314 | 1.5783 | 1.5741 | 1.9716 | 1.2674 |
Largest Winning Trade | 44710 | 44710 | 22617 | 68998 | 68998 | 42417 |
Largest Losing Trade | -15321 | -15321 | -11487 | -30901 | -22780 | -30901 |
Avg Bars in Trades | 208 | 202 | 214 | 208 | 202 | 214 |
Avg Bars in Winners | 301 | 304 | 299 | 301 | 304 | 299 |
Avg Bars in Losers | 134 | 136 | 132 | 134 | 136 | 132 |
Bars Traded | 24428 | 11769 | 12659 | 24428 | 11769 | 12659 |
Profit Streak | 12.0971 | 12.0971 | 14.5242 | 12.0971 | 12.0971 | 14.5242 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376089 | -176599 | -166611 | 289382 | -176142 | -170583 |
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{ "first_band": { "type": "jma", "factors": { "length": 234, "offset": 149 } }, "second_band": { "type": "bbm", "factors": { "length": 96, "offset": 0, "std": 3.05507 } } }
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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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