Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536391.8666 | 435027.2818 | 101364.5847 | 333641.8184 | 19569.8406 | 314071.9778 |
Total P&L (%) | 536.3919 | 435.0273 | 101.3646 | 333.6418 | 19.5698 | 314.072 |
Avg Daily Profit (%) | 0.2826 | 0.2292 | 0.0534 | 0.0773 | 0.0094 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128174 | -75667 | -72648 | -256995 | -315362 | -106640 |
Profit Factor | 1.6382 | 1.8771 | 1.2943 | 1.1695 | 1.0159 | 1.4242 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
Losing Trades | 95 | 54 | 41 | 95 | 54 | 41 |
Profitability (%) | 37.5 | 28.9474 | 46.0526 | 37.5 | 28.9474 | 46.0526 |
Ratio Avg Win / Avg Loss | 2.7303 | 4.6073 | 1.5161 | 1.9492 | 2.4937 | 1.6683 |
Largest Winning Trade | 313110 | 313110 | 44064 | 157086 | 157086 | 106317 |
Largest Losing Trade | -39077 | -39077 | -27128 | -90490 | -90490 | -60718 |
Avg Bars in Trades | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Winners | 64 | 58 | 68 | 64 | 58 | 68 |
Avg Bars in Losers | 19 | 23 | 12 | 19 | 23 | 12 |
Bars Traded | 5484 | 2573 | 2911 | 5484 | 2573 | 2911 |
Profit Streak | 20.4848 | 0 | 21.8181 | 20.4848 | 0 | 21.8181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300046 | -50441 | -170893 | -126205 | -451189 | -141461 |
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{ "first_band": { "type": "jma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "fwma", "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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