Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386215.3804 | 275403.323 | 110812.0574 | 269626.8302 | 239366.7596 | 30260.0707 |
Total P&L (%) | 386.2154 | 275.4033 | 110.8121 | 269.6268 | 239.3668 | 30.2601 |
Avg Daily Profit (%) | 0.3708 | 0.2644 | 0.1064 | 0.1256 | 0.1174 | 0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115686 | -74759 | -90846 | -266728 | -251400 | -258102 |
Profit Factor | 1.614 | 2.0918 | 1.2941 | 1.2179 | 1.4833 | 1.0408 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 68.0473 | 66.6667 | 69.4118 | 68.0473 | 66.6667 | 69.4118 |
Ratio Avg Win / Avg Loss | 0.7579 | 1.0459 | 0.5703 | 0.5719 | 0.7416 | 0.4587 |
Largest Winning Trade | 30577 | 30577 | 29880 | 80127 | 76163 | 80127 |
Largest Losing Trade | -85571 | -43636 | -85571 | -194758 | -183219 | -194758 |
Avg Bars in Trades | 146 | 148 | 144 | 146 | 148 | 144 |
Avg Bars in Winners | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Losers | 224 | 229 | 219 | 224 | 229 | 219 |
Bars Traded | 24733 | 12432 | 12302 | 24733 | 12432 | 12302 |
Profit Streak | 10.3944 | 16.5194 | 10.3944 | 10.3944 | 16.5194 | 10.3944 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492565 | 493945 | -49458 | -23117 | -34081 | -336257 |
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{ "first_band": { "type": "jma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 119, "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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