Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771526.1417 | 702985.4099 | 68540.7317 | 1139960.1597 | 535213.4083 | 604746.7514 |
Total P&L (%) | 771.5261 | 702.9854 | 68.5407 | 1139.9602 | 535.2134 | 604.7468 |
Avg Daily Profit (%) | 0.4267 | 0.3888 | 0.0379 | 0.1393 | 0.1023 | 0.1081 |
Buy And Hold Return (%) | 171.8061 | 171.8061 | 171.8061 | 171.8061 | 171.8061 | 171.8061 |
Max Trade Drawdown | -173200 | -90154 | -47923 | -2584718 | -1727186 | -857531 |
Profit Factor | 2.373 | 3.5024 | 1.2439 | 1.2555 | 1.2083 | 1.3194 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 50 | 45.4545 | 54.5455 | 50 | 45.4545 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.373 | 4.2028 | 1.0366 | 1.2555 | 1.45 | 1.0995 |
Largest Winning Trade | 222100 | 222100 | 75224 | 1130290 | 892895 | 1130290 |
Largest Losing Trade | -66581 | -35570 | -66581 | -1269961 | -1269961 | -645207 |
Avg Bars in Trades | 78 | 73 | 83 | 78 | 73 | 83 |
Avg Bars in Winners | 114 | 118 | 110 | 114 | 118 | 110 |
Avg Bars in Losers | 41 | 34 | 50 | 41 | 34 | 50 |
Bars Traded | 5155 | 2409 | 2746 | 5155 | 2409 | 2746 |
Profit Streak | 0 | 171.3868 | 0 | 0 | 171.3868 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115790 | 481801 | -307731 | -135523 | -60288 | -50191 |
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{ "first_band": { "type": "jma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 77, "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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