Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367951.5903 | 388978.8804 | -21027.2901 | -40386.9974 | 48711.9279 | -89098.9253 |
Total P&L (%) | 367.9516 | 388.9789 | -21.0273 | -40.387 | 48.7119 | -89.0989 |
Avg Daily Profit (%) | 0.1469 | 0.1553 | -0.0084 | -0.0206 | 0.0158 | -0.0884 |
Buy And Hold Return (%) | 15.625 | 15.625 | 15.625 | 15.625 | 15.625 | 15.625 |
Max Trade Drawdown | -145674 | -121703 | -140441 | -296837 | -243398 | -165448 |
Profit Factor | 1.4847 | 1.8501 | 0.9303 | 0.9635 | 1.0665 | 0.7623 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 48.0519 | 46.1538 | 50 | 48.0519 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 1.6051 | 2.1585 | 0.9303 | 1.0417 | 1.2442 | 0.7623 |
Largest Winning Trade | 208897 | 208897 | 39877 | 234936 | 234936 | 51744 |
Largest Losing Trade | -61218 | -61218 | -38413 | -182707 | -182707 | -48948 |
Avg Bars in Trades | 92 | 73 | 112 | 92 | 73 | 112 |
Avg Bars in Winners | 106 | 70 | 139 | 106 | 70 | 139 |
Avg Bars in Losers | 79 | 75 | 84 | 79 | 75 | 84 |
Bars Traded | 7118 | 2849 | 4269 | 7118 | 2849 | 4269 |
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 | -41668 | 333889 | -580764 | -626146 | -323592 | -580764 |
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{ "first_band": { "type": "midprice", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 145, "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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