Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791746.8092 | 449755.5304 | 341991.2788 | 30546447.8573 | 29626237.7389 | 920210.1184 |
Total P&L (%) | 791.7468 | 449.7555 | 341.9913 | 30546.4479 | 29626.2377 | 920.2101 |
Avg Daily Profit (%) | 0.4714 | 0.2678 | 0.2036 | 0.3414 | 0.3396 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74838 | -84047 | -56020 | -33140208 | -12422884 | -28632412 |
Profit Factor | 2.1748 | 2.3845 | 1.9797 | 1.4336 | 2.0842 | 1.0213 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 43.0435 | 42.6087 | 43.4783 | 43.0435 | 42.6087 | 43.4783 |
Ratio Avg Win / Avg Loss | 2.8778 | 3.2118 | 2.5736 | 1.897 | 2.8072 | 1.3277 |
Largest Winning Trade | 85784 | 85784 | 53244 | 16771228 | 16771228 | 11002922 |
Largest Losing Trade | -22677 | -17105 | -22677 | -11282610 | -8450527 | -11282610 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4979 | 2519 | 2460 | 4979 | 2519 | 2460 |
Profit Streak | 8.6598 | 30.9931 | 0 | 8.6598 | 30.9931 | 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 | 501878 | 392319 | 320616 | 385350 | 408557 | -207454 |
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{ "first_band": { "type": "jma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 17, "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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