Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365959.7246 | 250363.9482 | 115595.7764 | 221318.8232 | 73844.8224 | 147474.0008 |
Total P&L (%) | 365.9597 | 250.3639 | 115.5958 | 221.3188 | 73.8448 | 147.474 |
Avg Daily Profit (%) | 0.1951 | 0.1335 | 0.0616 | 0.0622 | 0.0295 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89861 | -90113 | -110061 | -485283 | -376610 | -363592 |
Profit Factor | 1.403 | 1.5148 | 1.2741 | 1.078 | 1.0485 | 1.112 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 49.537 | 46.2963 | 52.7778 | 49.537 | 46.2963 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.4292 | 1.7571 | 1.1399 | 1.0981 | 1.2163 | 0.995 |
Largest Winning Trade | 110469 | 110469 | 37905 | 206563 | 180413 | 206563 |
Largest Losing Trade | -42515 | -42060 | -42515 | -143865 | -126171 | -143865 |
Avg Bars in Trades | 50 | 59 | 40 | 50 | 59 | 40 |
Avg Bars in Winners | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Losers | 43 | 58 | 26 | 43 | 58 | 26 |
Bars Traded | 10866 | 6460 | 4406 | 10866 | 6460 | 4406 |
Profit Streak | 7.1894 | 0 | 16.0228 | 7.1894 | 0 | 16.0228 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357291 | -14048 | -110044 | -242938 | -322368 | -226653 |
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{ "first_band": { "type": "jma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 95, "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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