Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401280.2476 | 427473.9248 | -26193.6772 | -54545.1877 | -12682.0669 | -41863.1208 |
Total P&L (%) | 401.2802 | 427.4739 | -26.1937 | -54.5452 | -12.6821 | -41.8631 |
Avg Daily Profit (%) | 0.2088 | 0.2224 | -0.0136 | -0.041 | -0.0071 | -0.0282 |
Buy And Hold Return (%) | 41.7644 | 41.7644 | 41.7644 | 41.7644 | 41.7644 | 41.7644 |
Max Trade Drawdown | -171871 | -82690 | -200411 | -1977793 | -1176070 | -1260789 |
Profit Factor | 1.4078 | 1.9416 | 0.9506 | 0.9894 | 0.9955 | 0.9821 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 52 | 51.6129 | 52.381 | 52 | 51.6129 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2995 | 1.8203 | 0.8642 | 0.9133 | 0.9333 | 0.8928 |
Largest Winning Trade | 207094 | 207094 | 57087 | 557734 | 557734 | 322305 |
Largest Losing Trade | -64527 | -48695 | -64527 | -678645 | -533549 | -678645 |
Avg Bars in Trades | 59 | 42 | 76 | 59 | 42 | 76 |
Avg Bars in Winners | 61 | 33 | 88 | 61 | 33 | 88 |
Avg Bars in Losers | 57 | 52 | 63 | 57 | 52 | 63 |
Bars Traded | 7449 | 2645 | 4804 | 7449 | 2645 | 4804 |
Profit Streak | 0 | 63.9678 | 0 | 0 | 63.9678 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325053 | -141912 | -727149 | -580187 | -734190 | -727149 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 164, "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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