Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302429.4798 | 242877.049 | 59552.4308 | -5869.5942 | -246958.3561 | 241088.7618 |
Total P&L (%) | 302.4295 | 242.877 | 59.5524 | -5.8696 | -246.9584 | 241.0888 |
Avg Daily Profit (%) | 0.1604 | 0.1288 | 0.0316 | -0.0032 | 0 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105513 | -89357 | -88918 | -688738 | -593182 | -327632 |
Profit Factor | 1.4805 | 1.8589 | 1.1718 | 0.9965 | 0.7505 | 1.3427 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 56 | 52 | 60 | 56 | 52 | 60 |
Ratio Avg Win / Avg Loss | 1.1633 | 1.7159 | 0.7812 | 0.783 | 0.6927 | 0.8952 |
Largest Winning Trade | 111568 | 111568 | 40026 | 178754 | 178754 | 158703 |
Largest Losing Trade | -67169 | -48359 | -67169 | -315065 | -315065 | -252411 |
Avg Bars in Trades | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Winners | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Losers | 62 | 61 | 62 | 62 | 61 | 62 |
Bars Traded | 5401 | 2843 | 2558 | 5401 | 2843 | 2558 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342492 | -197339 | -363335 | -579733 | -760574 | -286101 |
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{ "first_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 3 } } }
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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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