Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226855.2793 | 142612.204 | 84243.0753 | 304336.0534 | 157080.9991 | 147255.0543 |
Total P&L (%) | 226.8553 | 142.6122 | 84.2431 | 304.3361 | 157.081 | 147.2551 |
Avg Daily Profit (%) | 0.4356 | 0.2738 | 0.1617 | 0.2686 | 0.1815 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55344 | -45076 | -47550 | -313713 | -248769 | -181705 |
Profit Factor | 1.2551 | 1.333 | 1.1828 | 1.096 | 1.097 | 1.095 |
Total Trades | 603 | 302 | 301 | 603 | 302 | 301 |
Winning Trades | 327 | 164 | 163 | 327 | 164 | 163 |
Losing Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Profitability (%) | 54.2289 | 54.3046 | 54.1528 | 54.2289 | 54.3046 | 54.1528 |
Ratio Avg Win / Avg Loss | 1.0594 | 1.1217 | 1.0013 | 0.9251 | 0.9231 | 0.927 |
Largest Winning Trade | 44399 | 44399 | 25356 | 134236 | 134236 | 87030 |
Largest Losing Trade | -19263 | -14387 | -19263 | -92866 | -68689 | -92866 |
Avg Bars in Trades | 40 | 36 | 45 | 40 | 36 | 45 |
Avg Bars in Winners | 36 | 34 | 39 | 36 | 34 | 39 |
Avg Bars in Losers | 45 | 38 | 52 | 45 | 38 | 52 |
Bars Traded | 24660 | 10973 | 13687 | 24660 | 10973 | 13687 |
Profit Streak | 0 | 0 | 8.5069 | 0 | 0 | 8.5069 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452655 | 343818 | -9622 | -105229 | -106994 | -107727 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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