Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104114.4189 | 1123178.0295 | -19063.6106 | 586511.1905 | 1120678.5072 | -534167.3168 |
Total P&L (%) | 1104.1144 | 1123.178 | -19.0636 | 586.5112 | 1120.6785 | -534.1673 |
Avg Daily Profit (%) | 0.6001 | 0.6104 | -0.0104 | 0.1048 | 0.1361 | 0 |
Buy And Hold Return (%) | 728.2343 | 728.2343 | 728.2343 | 728.2343 | 728.2343 | 728.2343 |
Max Trade Drawdown | -191967 | -115426 | -98135 | -1702118 | -1203619 | -603164 |
Profit Factor | 2.9072 | 4.6114 | 0.9288 | 1.1492 | 1.472 | 0.6571 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Losing Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Profitability (%) | 39.7436 | 48.7179 | 30.7692 | 39.7436 | 48.7179 | 30.7692 |
Ratio Avg Win / Avg Loss | 4.4077 | 4.8541 | 2.0899 | 1.7423 | 1.5495 | 1.4784 |
Largest Winning Trade | 641311 | 641311 | 69838 | 1344380 | 1344380 | 247460 |
Largest Losing Trade | -54234 | -53176 | -54234 | -501123 | -501123 | -229033 |
Avg Bars in Trades | 89 | 75 | 104 | 89 | 75 | 104 |
Avg Bars in Winners | 134 | 104 | 181 | 134 | 104 | 181 |
Avg Bars in Losers | 60 | 47 | 70 | 60 | 47 | 70 |
Bars Traded | 7007 | 2934 | 4074 | 7007 | 2934 | 4074 |
Profit Streak | 0 | 188.1991 | 0 | 0 | 188.1991 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35872 | 360810 | -585458 | -316589 | -17772 | -586569 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 86, "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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