Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491226.4992 | 402367.7441 | 88858.7551 | -108130.2026 | 267770.8878 | -375901.0904 |
Total P&L (%) | 491.2265 | 402.3677 | 88.8588 | -108.1302 | 267.7709 | -375.9011 |
Avg Daily Profit (%) | 0.2609 | 0.2137 | 0.0472 | 0 | 0.0692 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188855 | -57033 | -189565 | -394294 | -63463 | -441596 |
Profit Factor | 1.7472 | 2.6932 | 1.2117 | 0.8037 | 4.4238 | 0.2048 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 22 | 27 | 37 | 23 | 14 |
Losing Trades | 37 | 21 | 16 | 49 | 20 | 29 |
Profitability (%) | 56.9767 | 51.1628 | 62.7907 | 43.0233 | 53.4884 | 32.5581 |
Ratio Avg Win / Avg Loss | 1.3193 | 2.5708 | 0.718 | 1.0644 | 3.8467 | 0.4242 |
Largest Winning Trade | 107749 | 107749 | 43867 | 134844 | 134844 | 64604 |
Largest Losing Trade | -104332 | -45496 | -104332 | -366518 | -59727 | -366518 |
Avg Bars in Trades | 127 | 108 | 146 | 127 | 108 | 146 |
Avg Bars in Winners | 118 | 96 | 135 | 125 | 109 | 151 |
Avg Bars in Losers | 139 | 121 | 164 | 129 | 108 | 143 |
Bars Traded | 10963 | 4672 | 6290 | 10963 | 4672 | 6290 |
Profit Streak | 37.2116 | 0 | 94.8783 | 0 | 79.2116 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432785 | 470812 | -129323 | -581594 | -92102 | -587510 |
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{ "first_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 215, "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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