Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479053.0439 | 485779.1821 | -6726.1382 | 318239.7752 | 1071372.0543 | -753132.2791 |
Total P&L (%) | 479.053 | 485.7792 | -6.7261 | 318.2398 | 1071.3721 | -753.1323 |
Avg Daily Profit (%) | 0.266 | 0.2698 | -0.0037 | 0.0795 | 0.1368 | 0 |
Buy And Hold Return (%) | 144.544 | 144.544 | 144.544 | 144.544 | 144.544 | 144.544 |
Max Trade Drawdown | -130721 | -93847 | -106794 | -1889961 | -1209480 | -907254 |
Profit Factor | 1.8198 | 2.8447 | 0.979 | 1.0789 | 1.5603 | 0.6449 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 40.625 | 46.875 | 34.375 | 40.625 | 46.875 | 34.375 |
Ratio Avg Win / Avg Loss | 2.6596 | 3.224 | 1.8691 | 1.5769 | 1.7683 | 1.2312 |
Largest Winning Trade | 144163 | 144163 | 62511 | 805280 | 805280 | 598019 |
Largest Losing Trade | -34069 | -30051 | -34069 | -466436 | -466436 | -303631 |
Avg Bars in Trades | 80 | 73 | 87 | 80 | 73 | 87 |
Avg Bars in Winners | 123 | 113 | 136 | 123 | 113 | 136 |
Avg Bars in Losers | 51 | 37 | 62 | 51 | 37 | 62 |
Bars Traded | 5148 | 2347 | 2801 | 5148 | 2347 | 2801 |
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 | -138617 | 345948 | -584108 | -372403 | -8517 | -585220 |
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{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 79, "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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