Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030855.659 | 930411.0969 | 100444.5621 | 942022.542 | 764092.6985 | 177929.8436 |
Total P&L (%) | 1030.8557 | 930.4111 | 100.4446 | 942.0225 | 764.0927 | 177.9298 |
Avg Daily Profit (%) | 0.4439 | 0.4007 | 0.0433 | 0.101 | 0.0929 | 0.044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162613 | -124197 | -181202 | -5517862 | -4227744 | -2201965 |
Profit Factor | 1.6482 | 2.1831 | 1.1249 | 1.0606 | 1.0876 | 1.026 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 212 | 108 | 104 | 212 | 108 | 104 |
Profitability (%) | 31.6129 | 30.3226 | 32.9032 | 31.6129 | 30.3226 | 32.9032 |
Ratio Avg Win / Avg Loss | 3.5655 | 5.0164 | 2.294 | 2.2943 | 2.4992 | 2.0923 |
Largest Winning Trade | 516077 | 516077 | 51812 | 3361351 | 3361351 | 774258 |
Largest Losing Trade | -23558 | -21910 | -23558 | -1152753 | -1152753 | -719767 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 8992 | 4563 | 4429 | 8992 | 4563 | 4429 |
Profit Streak | 19.7912 | 0 | 21.2912 | 19.7912 | 0 | 21.2912 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307744 | 244379 | -222682 | -215242 | -198685 | -330432 |
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{ "first_band": { "type": "jma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 194, "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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