Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240484.6943 | 162502.5413 | 77982.153 | 409125.0575 | 309055.2 | 100069.8575 |
Total P&L (%) | 240.4847 | 162.5025 | 77.9822 | 409.1251 | 309.0552 | 100.0699 |
Avg Daily Profit (%) | 0.4617 | 0.312 | 0.1497 | 0.313 | 0.2708 | 0.1332 |
Buy And Hold Return (%) | 13.7877 | 13.7877 | 13.7877 | 13.7877 | 13.7877 | 13.7877 |
Max Trade Drawdown | -49676 | -49788 | -43904 | -226851 | -220072 | -185985 |
Profit Factor | 1.3599 | 1.4858 | 1.2337 | 1.1888 | 1.2931 | 1.09 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Losing Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Profitability (%) | 41.1458 | 41.1458 | 41.1458 | 41.1458 | 41.1458 | 41.1458 |
Ratio Avg Win / Avg Loss | 1.9451 | 2.1252 | 1.7646 | 1.7005 | 1.8496 | 1.5591 |
Largest Winning Trade | 80514 | 80514 | 20837 | 167296 | 167296 | 70734 |
Largest Losing Trade | -13707 | -10049 | -13707 | -57693 | -44512 | -57693 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Losers | 43 | 44 | 41 | 43 | 44 | 41 |
Bars Traded | 24811 | 12419 | 12392 | 24811 | 12419 | 12392 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338915 | 264466 | 113796 | -5142 | 209400 | -139160 |
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{ "first_band": { "type": "jma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 54, "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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