Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135692.6078 | 65131.6174 | 70560.9904 | 184840.0988 | 146511.6784 | 38328.4204 |
Total P&L (%) | 135.6926 | 65.1316 | 70.561 | 184.8401 | 146.5117 | 38.3284 |
Avg Daily Profit (%) | 0.5211 | 0.2501 | 0.271 | 0.4028 | 0.3471 | 0.1247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61154 | -43872 | -28206 | -90499 | -69792 | -87165 |
Profit Factor | 1.3216 | 1.2993 | 1.3454 | 1.2051 | 1.3253 | 1.0851 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 42.2819 | 41.6107 | 42.953 | 42.2819 | 41.6107 | 42.953 |
Ratio Avg Win / Avg Loss | 1.8041 | 1.8233 | 1.7868 | 1.6451 | 1.8596 | 1.4411 |
Largest Winning Trade | 24737 | 20313 | 24737 | 54231 | 54231 | 31866 |
Largest Losing Trade | -8026 | -7837 | -8026 | -25417 | -18018 | -25417 |
Avg Bars in Trades | 82 | 83 | 82 | 82 | 83 | 82 |
Avg Bars in Winners | 132 | 134 | 130 | 132 | 134 | 130 |
Avg Bars in Losers | 46 | 46 | 46 | 46 | 46 | 46 |
Bars Traded | 24685 | 12413 | 12271 | 24685 | 12413 | 12271 |
Profit Streak | 0 | 0 | 4.6478 | 0 | 0 | 4.6478 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318734 | 147525 | 208425 | 256710 | 194744 | -159824 |
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{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 61, "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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