Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72305.2256 | 13273.0437 | 59032.1819 | 63850.5546 | 19935.4787 | 43915.076 |
Total P&L (%) | 72.3052 | 13.273 | 59.0322 | 63.8506 | 19.9355 | 43.9151 |
Avg Daily Profit (%) | 0.2776 | 0.051 | 0.2267 | 0.1898 | 0.0698 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38065 | -26416 | -33473 | -52133 | -24624 | -42003 |
Profit Factor | 1.3585 | 1.1188 | 1.6563 | 1.2807 | 1.1741 | 1.3888 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 30 | 21 | 9 | 30 | 21 | 9 |
Profitability (%) | 71.9626 | 60.3774 | 83.3333 | 71.9626 | 60.3774 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5293 | 0.7342 | 0.3313 | 0.499 | 0.7705 | 0.2778 |
Largest Winning Trade | 11497 | 9944 | 11497 | 11148 | 11148 | 10365 |
Largest Losing Trade | -26360 | -23801 | -26360 | -38761 | -21390 | -38761 |
Avg Bars in Trades | 221 | 243 | 200 | 221 | 243 | 200 |
Avg Bars in Winners | 137 | 141 | 134 | 137 | 141 | 134 |
Avg Bars in Losers | 438 | 398 | 531 | 438 | 398 | 531 |
Bars Traded | 23734 | 12898 | 10836 | 23734 | 12898 | 10836 |
Profit Streak | 10.7808 | 0 | 13.8433 | 10.7808 | 0 | 13.8433 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349898 | -460407 | -169162 | 290988 | -317389 | -185837 |
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{ "first_band": { "type": "jma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 213, "offset": 76 } } }
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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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