Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460733.564 | 380759.5812 | 79973.9828 | 291122.2499 | 242502.8687 | 48619.3812 |
Total P&L (%) | 460.7336 | 380.7596 | 79.974 | 291.1223 | 242.5029 | 48.6194 |
Avg Daily Profit (%) | 0.2886 | 0.2385 | 0.0501 | 0.0855 | 0.0771 | 0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94572 | -120248 | -129449 | -262072 | -201977 | -124289 |
Profit Factor | 1.6766 | 2.189 | 1.2217 | 1.235 | 1.4027 | 1.0764 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 42.9907 | 44.4444 | 41.5094 | 42.9907 | 44.4444 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.2233 | 2.7362 | 1.7215 | 1.6378 | 1.7534 | 1.5167 |
Largest Winning Trade | 218969 | 218969 | 47798 | 218969 | 218969 | 97000 |
Largest Losing Trade | -66491 | -32129 | -66491 | -212086 | -79767 | -212086 |
Avg Bars in Trades | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Winners | 46 | 35 | 58 | 46 | 35 | 58 |
Avg Bars in Losers | 36 | 61 | 12 | 36 | 61 | 12 |
Bars Traded | 4378 | 2691 | 1687 | 4378 | 2691 | 1687 |
Profit Streak | 78.3595 | 103.6929 | 0 | 78.3595 | 103.6929 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348139 | -169142 | -308663 | -79951 | -269394 | -479905 |
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{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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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