Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541011.0426 | 1412752.5089 | 128258.5337 | 3209254.0466 | -996328.6555 | 4205582.7022 |
Total P&L (%) | 1541.011 | 1412.7525 | 128.2585 | 3209.254 | -996.3287 | 4205.5827 |
Avg Daily Profit (%) | 0.833 | 0.7637 | 0.0693 | 0.1893 | 0 | 0.2036 |
Buy And Hold Return (%) | 56.3958 | 56.3958 | 56.3958 | 56.3958 | 56.3958 | 56.3958 |
Max Trade Drawdown | -109343 | -85696 | -53390 | -6265423 | -6026051 | -2560603 |
Profit Factor | 3.9077 | 5.6374 | 1.5692 | 1.171 | 0.919 | 1.6501 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 49.4624 | 44.6809 | 54.3478 | 49.4624 | 44.6809 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.9926 | 6.9796 | 1.3181 | 1.1965 | 1.1378 | 1.3861 |
Largest Winning Trade | 1246151 | 1246151 | 63301 | 2366916 | 2366916 | 2019243 |
Largest Losing Trade | -33997 | -33997 | -32446 | -1501600 | -1501600 | -1304706 |
Avg Bars in Trades | 56 | 45 | 69 | 56 | 45 | 69 |
Avg Bars in Winners | 66 | 56 | 75 | 66 | 56 | 75 |
Avg Bars in Losers | 47 | 35 | 61 | 47 | 35 | 61 |
Bars Traded | 5299 | 2117 | 3182 | 5299 | 2117 | 3182 |
Profit Streak | 31.9653 | 31.9653 | 33.2986 | 31.9653 | 31.9653 | 33.2986 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 764108 | 708144 | -102520 | -23395 | -580558 | 405379 |
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{ "first_band": { "type": "midprice", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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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