Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810406.2267 | 569542.3678 | 240863.8588 | 4933501.394 | -522075.4935 | 5455576.8875 |
Total P&L (%) | 810.4062 | 569.5424 | 240.8639 | 4933.5014 | -522.0755 | 5455.5769 |
Avg Daily Profit (%) | 0.426 | 0.2994 | 0.1266 | 0.2062 | 0 | 0.2114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109129 | -143203 | -43068 | -8386931 | -9589272 | -2720535 |
Profit Factor | 2.6862 | 3.0204 | 2.212 | 1.1909 | 0.9705 | 1.67 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 52.459 | 48.3871 | 56.6667 | 52.459 | 48.3871 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.4343 | 3.2218 | 1.6915 | 1.0792 | 1.0352 | 1.2771 |
Largest Winning Trade | 236120 | 236120 | 62736 | 7442519 | 7442519 | 2341757 |
Largest Losing Trade | -45576 | -45576 | -35906 | -4215312 | -4215312 | -1638021 |
Avg Bars in Trades | 88 | 70 | 106 | 88 | 70 | 106 |
Avg Bars in Winners | 108 | 83 | 131 | 108 | 83 | 131 |
Avg Bars in Losers | 65 | 58 | 73 | 65 | 58 | 73 |
Bars Traded | 5376 | 2185 | 3191 | 5376 | 2185 | 3191 |
Profit Streak | 0 | 0 | 564.2049 | 0 | 0 | 564.2049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150587 | 503623 | -18376 | -168146 | -579778 | 417161 |
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{ "first_band": { "type": "jma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 143, "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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