Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761018.0119 | 642037.1204 | 118980.8915 | 4247314.4401 | 24033389.6157 | -19786075.1756 |
Total P&L (%) | 761.018 | 642.0371 | 118.9809 | 4247.3144 | 24033.3896 | -19786.0752 |
Avg Daily Profit (%) | 0.3043 | 0.2567 | 0.0476 | 0.1509 | 0.2196 | 0 |
Buy And Hold Return (%) | 825.0461 | 825.0461 | 825.0461 | 825.0461 | 825.0461 | 825.0461 |
Max Trade Drawdown | -108382 | -82199 | -111703 | -23165196 | -2846185 | -24825167 |
Profit Factor | 2.6952 | 5.0853 | 1.4078 | 1.1111 | 4.733 | 0.3777 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 63.6364 | 68.4211 | 58.9744 | 63.6364 | 68.4211 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.5401 | 2.3471 | 0.9793 | 0.6349 | 2.1845 | 0.2627 |
Largest Winning Trade | 104208 | 104208 | 53909 | 13383655 | 13383655 | 2525423 |
Largest Losing Trade | -84604 | -50916 | -84604 | -18132683 | -2314858 | -18132683 |
Avg Bars in Trades | 91 | 98 | 84 | 91 | 98 | 84 |
Avg Bars in Winners | 113 | 99 | 128 | 113 | 99 | 128 |
Avg Bars in Losers | 54 | 96 | 21 | 54 | 96 | 21 |
Bars Traded | 7055 | 3743 | 3312 | 7055 | 3743 | 3312 |
Profit Streak | 71.7515 | 0 | 73.4181 | 71.7515 | 0 | 73.4181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195380 | -146996 | -294335 | -137278 | 655393 | -579036 |
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{ "first_band": { "type": "jma", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 205, "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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