Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108364.3438 | 57456.3643 | 50907.9795 | 126707.7334 | 90256.6085 | 36451.1249 |
Total P&L (%) | 108.3643 | 57.4564 | 50.908 | 126.7077 | 90.2566 | 36.4511 |
Avg Daily Profit (%) | 0.4161 | 0.2206 | 0.1955 | 0.3148 | 0.2473 | 0.1194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47050 | -45768 | -23547 | -54434 | -45502 | -38857 |
Profit Factor | 1.2516 | 1.2516 | 1.2517 | 1.2029 | 1.2858 | 1.1181 |
Total Trades | 313 | 157 | 156 | 313 | 157 | 156 |
Winning Trades | 164 | 86 | 78 | 164 | 86 | 78 |
Losing Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Profitability (%) | 52.3962 | 54.7771 | 50 | 52.3962 | 54.7771 | 50 |
Ratio Avg Win / Avg Loss | 1.1372 | 1.0333 | 1.2517 | 1.0929 | 1.0615 | 1.1181 |
Largest Winning Trade | 15177 | 15177 | 12001 | 18608 | 18608 | 17782 |
Largest Losing Trade | -20408 | -20408 | -9437 | -18404 | -18404 | -15391 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 78 | 79 | 76 | 78 | 79 | 76 |
Avg Bars in Losers | 79 | 79 | 79 | 79 | 79 | 79 |
Bars Traded | 24700 | 12474 | 12226 | 24700 | 12474 | 12226 |
Profit Streak | 0 | 0 | 5.4288 | 0 | 0 | 5.4288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353103 | 224636 | 204216 | 311209 | 270477 | -127165 |
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{ "first_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 142, "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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