Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587458.424 | 493304.3362 | 94154.0878 | 90367.9362 | -35796.4585 | 126164.3948 |
Total P&L (%) | 587.4584 | 493.3043 | 94.1541 | 90.3679 | -35.7965 | 126.1644 |
Avg Daily Profit (%) | 0.2564 | 0.2153 | 0.0411 | 0.0281 | -0.0193 | 0.0356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139634 | -194022 | -75180 | -302416 | -367860 | -77473 |
Profit Factor | 1.5502 | 1.6764 | 1.2783 | 1.0542 | 0.9702 | 1.2706 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 41.8182 | 36.3636 | 47.2727 | 41.8182 | 36.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.1569 | 2.9337 | 1.4258 | 1.4668 | 1.6978 | 1.4172 |
Largest Winning Trade | 291609 | 291609 | 45000 | 207973 | 207973 | 72891 |
Largest Losing Trade | -43684 | -32663 | -43684 | -79394 | -79394 | -43301 |
Avg Bars in Trades | 40 | 66 | 15 | 40 | 66 | 15 |
Avg Bars in Winners | 49 | 86 | 20 | 49 | 86 | 20 |
Avg Bars in Losers | 34 | 54 | 11 | 34 | 54 | 11 |
Bars Traded | 8992 | 7281 | 1711 | 8992 | 7281 | 1711 |
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 | 331688 | 193068 | -139108 | -318234 | -583564 | -146447 |
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{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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