Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458049.8802 | 475159.422 | -17109.5418 | -2165608.9441 | 4494098.8333 | -6659707.7773 |
Total P&L (%) | 458.0499 | 475.1594 | -17.1095 | -2165.6089 | 4494.0988 | -6659.7078 |
Avg Daily Profit (%) | 0.1832 | 0.19 | -0.0068 | 0 | 0.1532 | 0 |
Buy And Hold Return (%) | 896.7016 | 896.7016 | 896.7016 | 896.7016 | 896.7016 | 896.7016 |
Max Trade Drawdown | -154662 | -59904 | -157024 | -7362285 | -596514 | -7397823 |
Profit Factor | 1.9338 | 3.9069 | 0.9477 | 0.7938 | 3.8219 | 0.2527 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 22 | 20 | 41 | 21 | 20 |
Losing Trades | 28 | 13 | 15 | 29 | 14 | 15 |
Profitability (%) | 60 | 62.8571 | 57.1429 | 58.5714 | 60 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.2892 | 2.3086 | 0.7108 | 0.5615 | 2.548 | 0.1895 |
Largest Winning Trade | 119422 | 119422 | 50654 | 2415969 | 2415969 | 511458 |
Largest Losing Trade | -147077 | -47530 | -147077 | -7069520 | -596514 | -7069520 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 76 | 75 | 77 | 79 | 86 | 73 |
Avg Bars in Losers | 48 | 63 | 36 | 44 | 48 | 41 |
Bars Traded | 4576 | 2489 | 2087 | 4576 | 2489 | 2087 |
Profit Streak | 65.8351 | 122.3351 | 0 | 0 | 0 | 193.3351 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -252383 | -149026 | -579861 | -678166 | 523072 | -579271 |
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{ "first_band": { "type": "jma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 198, "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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