Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204190.2063 | 138458.3372 | 65731.8691 | 169830.5709 | 147874.7077 | 21955.8632 |
Total P&L (%) | 204.1902 | 138.4583 | 65.7319 | 169.8306 | 147.8747 | 21.9559 |
Avg Daily Profit (%) | 0.392 | 0.2658 | 0.1262 | 0.1908 | 0.1744 | 0.0381 |
Buy And Hold Return (%) | 10.8371 | 10.8371 | 10.8371 | 10.8371 | 10.8371 | 10.8371 |
Max Trade Drawdown | -94201 | -51985 | -52972 | -184996 | -63321 | -150529 |
Profit Factor | 1.351 | 1.5067 | 1.213 | 1.2253 | 1.4593 | 1.0509 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 74.4856 | 75.2066 | 73.7705 | 74.4856 | 75.2066 | 73.7705 |
Ratio Avg Win / Avg Loss | 0.4628 | 0.4967 | 0.4313 | 0.4197 | 0.4811 | 0.3736 |
Largest Winning Trade | 14669 | 14669 | 11367 | 26992 | 26992 | 21580 |
Largest Losing Trade | -52724 | -30586 | -52724 | -150529 | -43813 | -150529 |
Avg Bars in Trades | 101 | 101 | 101 | 101 | 101 | 101 |
Avg Bars in Winners | 62 | 61 | 62 | 62 | 61 | 62 |
Avg Bars in Losers | 215 | 221 | 210 | 215 | 221 | 210 |
Bars Traded | 24599 | 12274 | 12325 | 24599 | 12274 | 12325 |
Profit Streak | 1.7497 | 0 | 14.0622 | 1.7497 | 0 | 14.0622 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344531 | 381890 | -23213 | 254959 | 343326 | -310895 |
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{ "first_band": { "type": "jma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 236, "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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