Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158049.8739 | 57758.2033 | 100291.6706 | 279790.3137 | 99002.8387 | 180787.4751 |
Total P&L (%) | 158.0499 | 57.7582 | 100.2917 | 279.7903 | 99.0028 | 180.7875 |
Avg Daily Profit (%) | 0.6069 | 0.2218 | 0.3851 | 0.5137 | 0.2646 | 0.3972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34404 | -35958 | -24125 | -101772 | -100549 | -67891 |
Profit Factor | 1.3748 | 1.2761 | 1.472 | 1.2687 | 1.1928 | 1.3425 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Losing Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Profitability (%) | 41.1765 | 41.0256 | 41.3265 | 41.1765 | 41.0256 | 41.3265 |
Ratio Avg Win / Avg Loss | 1.964 | 1.8344 | 2.0899 | 1.8124 | 1.7146 | 1.906 |
Largest Winning Trade | 23015 | 16795 | 23015 | 71056 | 42755 | 71056 |
Largest Losing Trade | -6285 | -5341 | -6285 | -13630 | -13630 | -11746 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 94 | 95 | 93 | 94 | 95 | 93 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 24691 | 12375 | 12316 | 24691 | 12375 | 12316 |
Profit Streak | 2.4883 | 2.4883 | 3.2487 | 2.4883 | 2.4883 | 3.2487 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330942 | 71759 | 240982 | 278921 | -5224 | 216213 |
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{ "first_band": { "type": "jma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 38, "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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