Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026409.3769 | 831683.5892 | 194725.7877 | 51961380.1966 | 92637379.0715 | -40675998.875 |
Total P&L (%) | 1026.4094 | 831.6836 | 194.7258 | 51961.3802 | 92637.3791 | -40675.9989 |
Avg Daily Profit (%) | 0.4105 | 0.3326 | 0.0779 | 0.2505 | 0.2736 | 0 |
Buy And Hold Return (%) | 837.027 | 837.027 | 837.027 | 837.027 | 837.027 | 837.027 |
Max Trade Drawdown | -92933 | -73500 | -76419 | -57543601 | -10406003 | -62497955 |
Profit Factor | 3.4328 | 5.0071 | 1.9085 | 1.4555 | 4.2422 | 0.5242 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 56.383 | 57.4468 | 55.3191 | 56.383 | 57.4468 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.6556 | 3.709 | 1.5414 | 1.126 | 3.1424 | 0.4234 |
Largest Winning Trade | 146650 | 146650 | 66235 | 49137922 | 49137922 | 7787107 |
Largest Losing Trade | -63903 | -36368 | -63903 | -57543601 | -6602040 | -57543601 |
Avg Bars in Trades | 49 | 56 | 43 | 49 | 56 | 43 |
Avg Bars in Winners | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Losers | 35 | 43 | 27 | 35 | 43 | 27 |
Bars Traded | 4697 | 2640 | 2057 | 4697 | 2640 | 2057 |
Profit Streak | 0 | 0 | 72.7279 | 0 | 0 | 72.7279 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77906 | -147760 | -249389 | 380934 | 610295 | -579040 |
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{ "first_band": { "type": "jma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "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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