Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794978.4613 | 688725.97 | 106252.4913 | 4440713.2656 | 28221154.8061 | -23780441.5405 |
Total P&L (%) | 794.9785 | 688.726 | 106.2525 | 4440.7133 | 28221.1548 | -23780.4415 |
Avg Daily Profit (%) | 0.318 | 0.2755 | 0.0425 | 0.1527 | 0.2261 | 0 |
Buy And Hold Return (%) | 727.5483 | 727.5483 | 727.5483 | 727.5483 | 727.5483 | 727.5483 |
Max Trade Drawdown | -139390 | -77762 | -148292 | -32620183 | -8428433 | -35782851 |
Profit Factor | 2.5312 | 3.7555 | 1.3946 | 1.0683 | 2.2506 | 0.4397 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 58.7629 | 62.5 | 55.102 | 58.7629 | 62.5 | 55.102 |
Ratio Avg Win / Avg Loss | 1.7763 | 2.2533 | 1.1364 | 0.7497 | 1.3504 | 0.3583 |
Largest Winning Trade | 147649 | 147649 | 55268 | 18765534 | 18765534 | 5146739 |
Largest Losing Trade | -80991 | -50892 | -80991 | -22087755 | -4663397 | -22087755 |
Avg Bars in Trades | 96 | 108 | 84 | 96 | 108 | 84 |
Avg Bars in Winners | 116 | 116 | 116 | 116 | 116 | 116 |
Avg Bars in Losers | 68 | 94 | 46 | 68 | 94 | 46 |
Bars Traded | 9340 | 5187 | 4153 | 9340 | 5187 | 4153 |
Profit Streak | 52.1347 | 0 | 53.3847 | 52.1347 | 0 | 53.3847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121114 | -148503 | -299933 | -138063 | 473134 | -579457 |
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{ "first_band": { "type": "jma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 191, "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) |
---|