Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518960.4963 | 484087.9104 | 34872.5859 | -7876.786 | 3383841.0056 | -3391717.7916 |
Total P&L (%) | 518.9605 | 484.0879 | 34.8726 | -7.8768 | 3383.841 | -3391.7178 |
Avg Daily Profit (%) | 0.2624 | 0.2448 | 0.0176 | -0.0041 | 0.1797 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193502 | -144201 | -157421 | -3576995 | -999911 | -4067595 |
Profit Factor | 1.5641 | 2.1899 | 1.068 | 0.9992 | 2.1208 | 0.4881 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 41.8182 | 38.1818 | 45.4545 | 41.8182 | 38.1818 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.1761 | 3.5455 | 1.2815 | 1.3902 | 3.4337 | 0.5858 |
Largest Winning Trade | 154240 | 154240 | 68298 | 1683747 | 1683747 | 1083139 |
Largest Losing Trade | -85494 | -41512 | -85494 | -3121700 | -973669 | -3121700 |
Avg Bars in Trades | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Winners | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 3857 | 1797 | 2060 | 3857 | 1797 | 2060 |
Profit Streak | 0 | 0 | 574.3379 | 0 | 0 | 574.3379 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305666 | -172480 | -498609 | -582000 | -172753 | -761642 |
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{ "first_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 92, "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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