Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976388.5988 | 818699.1162 | 157689.4826 | 2320670.4048 | -274029.9745 | 2594700.3792 |
Total P&L (%) | 976.3886 | 818.6991 | 157.6895 | 2320.6704 | -274.03 | 2594.7004 |
Avg Daily Profit (%) | 0.5058 | 0.4241 | 0.0817 | 0.1652 | 0 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131802 | -115151 | -86372 | -3226633 | -3967094 | -1362826 |
Profit Factor | 2.0139 | 2.705 | 1.3266 | 1.1698 | 0.9657 | 1.4561 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 50.7853 | 44.7917 | 56.8421 | 50.7853 | 44.7917 | 56.8421 |
Ratio Avg Win / Avg Loss | 1.9516 | 3.3341 | 1.0072 | 1.1336 | 1.1902 | 1.1056 |
Largest Winning Trade | 564910 | 564910 | 59488 | 2626556 | 2626556 | 1483006 |
Largest Losing Trade | -45358 | -36354 | -45358 | -1488715 | -1488715 | -490981 |
Avg Bars in Trades | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Winners | 48 | 35 | 58 | 48 | 35 | 58 |
Avg Bars in Losers | 29 | 29 | 28 | 29 | 29 | 28 |
Bars Traded | 7437 | 3135 | 4302 | 7437 | 3135 | 4302 |
Profit Streak | 0 | 0 | 24.9635 | 0 | 0 | 24.9635 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560886 | 460449 | -82519 | -24935 | -581434 | 358397 |
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{ "first_band": { "type": "jma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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