Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167661.391 | 936620.0359 | 231041.3551 | 9940038.0495 | 1320052.4759 | 8619985.5736 |
Total P&L (%) | 1167.6614 | 936.62 | 231.0414 | 9940.038 | 1320.0525 | 8619.9856 |
Avg Daily Profit (%) | 0.5048 | 0.4049 | 0.0999 | 0.1995 | 0.1148 | 0.1934 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106145 | -78216 | -130397 | -12535759 | -12524581 | -5241184 |
Profit Factor | 2.2349 | 3.0283 | 1.4776 | 1.2135 | 1.0514 | 1.4132 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.1558 | 40.2597 | 48.0519 | 44.1558 | 40.2597 | 48.0519 |
Ratio Avg Win / Avg Loss | 2.8264 | 4.4935 | 1.5974 | 1.5348 | 1.5601 | 1.5277 |
Largest Winning Trade | 433924 | 433924 | 70202 | 5785134 | 5785134 | 5369900 |
Largest Losing Trade | -37199 | -37199 | -34864 | -4223635 | -4223635 | -3982161 |
Avg Bars in Trades | 88 | 71 | 106 | 88 | 71 | 106 |
Avg Bars in Winners | 136 | 104 | 163 | 136 | 104 | 163 |
Avg Bars in Losers | 51 | 49 | 53 | 51 | 49 | 53 |
Bars Traded | 13687 | 5506 | 8181 | 13687 | 5506 | 8181 |
Profit Streak | 0 | 0 | 17.1051 | 0 | 0 | 17.1051 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483498 | -30172 | -99497 | 260419 | -247998 | -32278 |
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 66, "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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