Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167034.3485 | 79330.2337 | 87704.1148 | 62431.8087 | 39033.4767 | 23398.3321 |
Total P&L (%) | 167.0343 | 79.3302 | 87.7041 | 62.4318 | 39.0335 | 23.3983 |
Avg Daily Profit (%) | 0.1823 | 0.0866 | 0.0957 | 0.053 | 0.036 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76926 | -52589 | -65872 | -133153 | -39031 | -110613 |
Profit Factor | 1.3209 | 1.3666 | 1.2883 | 1.1178 | 1.1923 | 1.0715 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 53.7815 | 45 | 62.7119 | 53.7815 | 45 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.1351 | 1.6703 | 0.766 | 0.9606 | 1.4573 | 0.6371 |
Largest Winning Trade | 80670 | 80670 | 36527 | 34982 | 34982 | 34457 |
Largest Losing Trade | -37419 | -20768 | -37419 | -72302 | -22438 | -72302 |
Avg Bars in Trades | 44 | 33 | 56 | 44 | 33 | 56 |
Avg Bars in Winners | 45 | 36 | 51 | 45 | 36 | 51 |
Avg Bars in Losers | 44 | 30 | 66 | 44 | 30 | 66 |
Bars Traded | 5346 | 1987 | 3359 | 5346 | 1987 | 3359 |
Profit Streak | 0 | 0 | 46.8686 | 0 | 0 | 46.8686 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305548 | -246876 | -240307 | -214540 | -327271 | -483832 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "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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