Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393800.501 | 482648.9713 | -88848.4703 | -98058.6701 | -49834.0663 | -48224.6037 |
Total P&L (%) | 393.8005 | 482.649 | -88.8485 | -98.0587 | -49.8341 | -48.2246 |
Avg Daily Profit (%) | 0.1631 | 0.1999 | -0.0368 | -0.1631 | -0.0286 | -0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201178 | -122036 | -211659 | -108430 | -59107 | -89022 |
Profit Factor | 1.5052 | 2.3424 | 0.7885 | 0.5291 | 0.448 | 0.5911 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 45.3608 | 51.0204 | 39.5833 | 45.3608 | 51.0204 | 39.5833 |
Ratio Avg Win / Avg Loss | 1.8131 | 2.2488 | 1.2034 | 0.6373 | 0.4301 | 0.9022 |
Largest Winning Trade | 414593 | 414593 | 59311 | 38756 | 12147 | 38756 |
Largest Losing Trade | -93557 | -54560 | -93557 | -43681 | -43681 | -40108 |
Avg Bars in Trades | 46 | 39 | 54 | 46 | 39 | 54 |
Avg Bars in Winners | 65 | 41 | 96 | 65 | 41 | 96 |
Avg Bars in Losers | 31 | 37 | 26 | 31 | 37 | 26 |
Bars Traded | 4544 | 1944 | 2600 | 4544 | 1944 | 2600 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295517 | 443154 | -583073 | -582323 | -580549 | -584740 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 122 } }, "second_band": { "type": "jma", "factors": { "length": 222, "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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