Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211473.1038 | 147932.5084 | 63540.5954 | 365462.1996 | 193948.1828 | 171514.0168 |
Total P&L (%) | 211.4731 | 147.9325 | 63.5406 | 365.4622 | 193.9482 | 171.514 |
Avg Daily Profit (%) | 0.406 | 0.284 | 0.122 | 0.2957 | 0.2072 | 0.192 |
Buy And Hold Return (%) | 23.0824 | 23.0824 | 23.0824 | 23.0824 | 23.0824 | 23.0824 |
Max Trade Drawdown | -34479 | -33873 | -35137 | -230311 | -190683 | -206010 |
Profit Factor | 1.5536 | 1.7442 | 1.3468 | 1.2306 | 1.2231 | 1.2396 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 44.5498 | 41.9048 | 47.1698 | 44.5498 | 41.9048 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.9337 | 2.4181 | 1.5084 | 1.5316 | 1.6957 | 1.3883 |
Largest Winning Trade | 80810 | 80810 | 23250 | 151675 | 151675 | 85028 |
Largest Losing Trade | -13048 | -13048 | -9522 | -81633 | -81633 | -64002 |
Avg Bars in Trades | 116 | 113 | 120 | 116 | 113 | 120 |
Avg Bars in Winners | 161 | 160 | 162 | 161 | 160 | 162 |
Avg Bars in Losers | 80 | 79 | 81 | 80 | 79 | 81 |
Bars Traded | 24611 | 11887 | 12724 | 24611 | 11887 | 12724 |
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 | 379539 | 261371 | -33932 | 274529 | 158996 | 191723 |
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{ "first_band": { "type": "midprice", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 117, "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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