Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521909.6886 | 414366.6575 | 107543.0312 | 546175.3754 | 276758.4955 | 269416.8798 |
Total P&L (%) | 521.9097 | 414.3667 | 107.543 | 546.1754 | 276.7585 | 269.4169 |
Avg Daily Profit (%) | 0.2794 | 0.2218 | 0.0576 | 0.0999 | 0.071 | 0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82953 | -94187 | -77520 | -689796 | -605601 | -420107 |
Profit Factor | 1.5704 | 1.7695 | 1.2857 | 1.1102 | 1.0921 | 1.138 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 49.4424 | 47.0149 | 51.8519 | 49.4424 | 47.0149 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.6059 | 1.9942 | 1.1939 | 1.1352 | 1.2308 | 1.0567 |
Largest Winning Trade | 210674 | 210674 | 33982 | 561906 | 561906 | 161074 |
Largest Losing Trade | -37408 | -31332 | -37408 | -190629 | -190629 | -181265 |
Avg Bars in Trades | 20 | 24 | 16 | 20 | 24 | 16 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 17 | 20 | 13 | 17 | 20 | 13 |
Bars Traded | 5503 | 3226 | 2277 | 5503 | 3226 | 2277 |
Profit Streak | 12.1682 | 14.1682 | 12.1682 | 12.1682 | 14.1682 | 12.1682 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508229 | 384331 | -115106 | -155908 | -217786 | -167283 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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