Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816635.0934 | 738977.9039 | 77657.1895 | 6647757.6942 | 7832996.2107 | -1185238.5165 |
Total P&L (%) | 816.6351 | 738.9779 | 77.6572 | 6647.7577 | 7832.9962 | -1185.2385 |
Avg Daily Profit (%) | 0.3266 | 0.2956 | 0.0311 | 0.1686 | 0.1751 | 0 |
Buy And Hold Return (%) | 739.138 | 739.138 | 739.138 | 739.138 | 739.138 | 739.138 |
Max Trade Drawdown | -93088 | -73169 | -66185 | -2869564 | -1975029 | -2893712 |
Profit Factor | 2.1023 | 2.902 | 1.2204 | 1.4613 | 2.0331 | 0.8264 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Losing Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Profitability (%) | 41.9753 | 45.679 | 38.2716 | 41.9753 | 45.679 | 38.2716 |
Ratio Avg Win / Avg Loss | 2.9061 | 3.4511 | 1.9684 | 2.0201 | 2.4178 | 1.3329 |
Largest Winning Trade | 179393 | 179393 | 54103 | 3084781 | 3084781 | 909068 |
Largest Losing Trade | -26193 | -21667 | -26193 | -1013832 | -991211 | -1013832 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 61 | 50 | 76 | 61 | 50 | 76 |
Avg Bars in Losers | 31 | 37 | 25 | 31 | 37 | 25 |
Bars Traded | 7148 | 3497 | 3651 | 7148 | 3497 | 3651 |
Profit Streak | 145.9847 | 160.6513 | 145.9847 | 145.9847 | 160.6513 | 145.9847 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120961 | -164055 | -332409 | 325073 | -984 | -595057 |
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{ "first_band": { "type": "jma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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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