Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370465.0525 | 288515.1592 | 81949.8933 | 18220.2064 | 42555.9611 | -24335.7547 |
Total P&L (%) | 370.4651 | 288.5152 | 81.9499 | 18.2202 | 42.556 | -24.3358 |
Avg Daily Profit (%) | 0.2105 | 0.1639 | 0.0466 | 0.0095 | 0.0201 | -0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128584 | -99091 | -87015 | -302319 | -258564 | -148308 |
Profit Factor | 1.5528 | 1.8425 | 1.25 | 1.0141 | 1.0634 | 0.9606 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 48.1928 | 40.4762 | 56.0976 | 48.1928 | 40.4762 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.6692 | 2.7095 | 0.9783 | 1.0902 | 1.5638 | 0.7518 |
Largest Winning Trade | 262564 | 262564 | 58004 | 262564 | 262564 | 86954 |
Largest Losing Trade | -41007 | -33910 | -41007 | -123318 | -85039 | -123318 |
Avg Bars in Trades | 61 | 45 | 78 | 61 | 45 | 78 |
Avg Bars in Winners | 79 | 50 | 100 | 79 | 50 | 100 |
Avg Bars in Losers | 45 | 41 | 50 | 45 | 41 | 50 |
Bars Traded | 5123 | 1892 | 3231 | 5123 | 1892 | 3231 |
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 | 304918 | 257350 | -131785 | -395165 | -321281 | -579951 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 84, "offset": 0 } } }
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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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