Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383219.8691 | 386216.4386 | -2996.5696 | -38439.865 | 1975360.7631 | -2013800.6281 |
Total P&L (%) | 383.2199 | 386.2164 | -2.9966 | -38.4399 | 1975.3608 | -2013.8006 |
Avg Daily Profit (%) | 0.1938 | 0.1954 | -0.0015 | -0.0245 | 0.1535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181562 | -171626 | -205697 | -2247308 | -954160 | -2667044 |
Profit Factor | 1.306 | 1.7451 | 0.9959 | 0.9949 | 1.8372 | 0.6154 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 104 | 48 | 56 | 104 | 48 | 56 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 48.8263 | 44.8598 | 52.8302 | 48.8263 | 44.8598 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.3688 | 2.145 | 0.8892 | 1.0428 | 2.2582 | 0.5495 |
Largest Winning Trade | 95180 | 95180 | 73410 | 541603 | 541603 | 447363 |
Largest Losing Trade | -71311 | -50715 | -71311 | -658075 | -535945 | -658075 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 32 | 21 | 42 | 32 | 21 | 42 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 5707 | 2223 | 3483 | 5707 | 2223 | 3483 |
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 | 310510 | 320369 | -580683 | -578175 | 328893 | -580683 |
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{ "first_band": { "type": "jma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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