Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931397.3798 | 784323.0184 | 147074.3614 | 11580575.1208 | 29698452.7197 | -18117877.5988 |
Total P&L (%) | 931.3974 | 784.323 | 147.0744 | 11580.5751 | 29698.4527 | -18117.8776 |
Avg Daily Profit (%) | 0.3725 | 0.3137 | 0.0588 | 0.1906 | 0.2281 | 0 |
Buy And Hold Return (%) | 927.7902 | 927.7902 | 927.7902 | 927.7902 | 927.7902 | 927.7902 |
Max Trade Drawdown | -72407 | -68862 | -75502 | -17078406 | -4684264 | -20625918 |
Profit Factor | 3.4288 | 6.2808 | 1.626 | 1.3073 | 5.1513 | 0.4065 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 62.5 | 59.375 | 65.625 |
Ratio Avg Win / Avg Loss | 2.0573 | 4.2974 | 0.8517 | 0.7844 | 3.5245 | 0.2129 |
Largest Winning Trade | 153039 | 153039 | 63952 | 14149038 | 14149038 | 1527622 |
Largest Losing Trade | -72407 | -27787 | -72407 | -17078406 | -2167896 | -17078406 |
Avg Bars in Trades | 71 | 79 | 63 | 71 | 79 | 63 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 60 | 81 | 35 | 60 | 81 | 35 |
Bars Traded | 4583 | 2555 | 2028 | 4583 | 2555 | 2028 |
Profit Streak | 123.9728 | 123.9728 | 194.9728 | 123.9728 | 123.9728 | 194.9728 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289419 | -146491 | -277275 | -134501 | 645573 | -578194 |
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{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 138, "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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