Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169295.9641 | 68831.963 | 100464.001 | 111242.8728 | 49428.7163 | 61814.1565 |
Total P&L (%) | 169.296 | 68.832 | 100.464 | 111.2429 | 49.4287 | 61.8142 |
Avg Daily Profit (%) | 0.1848 | 0.0751 | 0.1097 | 0.0817 | 0.0439 | 0.0525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61591 | -72406 | -82415 | -107658 | -124665 | -121086 |
Profit Factor | 1.369 | 1.2972 | 1.4422 | 1.1529 | 1.1389 | 1.1664 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 59.1549 | 52.1127 | 66.1972 | 59.1549 | 52.1127 | 66.1972 |
Ratio Avg Win / Avg Loss | 0.9453 | 1.1921 | 0.7364 | 0.7961 | 1.0466 | 0.5956 |
Largest Winning Trade | 22933 | 22933 | 22850 | 34801 | 33897 | 34801 |
Largest Losing Trade | -45248 | -29892 | -45248 | -77464 | -41486 | -77464 |
Avg Bars in Trades | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Winners | 25 | 29 | 23 | 25 | 29 | 23 |
Avg Bars in Losers | 54 | 48 | 61 | 54 | 48 | 61 |
Bars Traded | 5306 | 2726 | 2580 | 5306 | 2726 | 2580 |
Profit Streak | 13.2552 | 13.2552 | 15.4219 | 13.2552 | 13.2552 | 15.4219 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338208 | -178444 | -130820 | -134814 | -289214 | -246008 |
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{ "first_band": { "type": "jma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 32, "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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