Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64132.8305 | 94160.1042 | -30027.2737 | -25360.363 | 27866.0537 | -53226.4167 |
Total P&L (%) | 64.1328 | 94.1601 | -30.0273 | -25.3604 | 27.8661 | -53.2264 |
Avg Daily Profit (%) | 0.1231 | 0.1808 | -0.0577 | -0.0561 | 0.0472 | -0.1458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114664 | -64302 | -94471 | -98246 | -58166 | -84834 |
Profit Factor | 1.0893 | 1.2548 | 0.9138 | 0.9595 | 1.087 | 0.8258 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.6808 | 0.7842 | 0.5711 | 0.5997 | 0.6794 | 0.5161 |
Largest Winning Trade | 29981 | 29981 | 14702 | 16514 | 16514 | 15221 |
Largest Losing Trade | -39479 | -35975 | -39479 | -51235 | -32427 | -51235 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 47 | 39 | 54 | 47 | 39 | 54 |
Avg Bars in Losers | 131 | 143 | 118 | 131 | 143 | 118 |
Bars Traded | 24801 | 12416 | 12385 | 24801 | 12416 | 12385 |
Profit Streak | 6.8505 | 14.1213 | 6.8505 | 6.8505 | 14.1213 | 6.8505 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148683 | 301726 | -578017 | -576511 | -256854 | -578017 |
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{ "first_band": { "type": "jma", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 62, "offset": 40 } } }
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# | 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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