Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262762.7017 | 21736.1703 | 241026.5313 | 139299.145 | -89523.5751 | 228822.7201 |
Total P&L (%) | 262.7627 | 21.7362 | 241.0265 | 139.2991 | -89.5236 | 228.8227 |
Avg Daily Profit (%) | 0.1725 | 0.0143 | 0.1583 | 0.0573 | -0.148 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141691 | -100371 | -69018 | -355431 | -183774 | -211125 |
Profit Factor | 1.3687 | 1.063 | 1.6559 | 1.0907 | 0.8692 | 1.2688 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 56.3218 | 49.4253 | 63.2184 | 56.3218 | 49.4253 | 63.2184 |
Ratio Avg Win / Avg Loss | 1.0614 | 1.0877 | 0.9635 | 0.8458 | 0.8895 | 0.7382 |
Largest Winning Trade | 57176 | 57176 | 50684 | 112689 | 88970 | 112689 |
Largest Losing Trade | -48940 | -26486 | -48940 | -125902 | -83868 | -125902 |
Avg Bars in Trades | 51 | 33 | 68 | 51 | 33 | 68 |
Avg Bars in Winners | 49 | 28 | 65 | 49 | 28 | 65 |
Avg Bars in Losers | 54 | 38 | 75 | 54 | 38 | 75 |
Bars Traded | 8929 | 2935 | 5993 | 8929 | 2935 | 5993 |
Profit Streak | 0 | 0 | 33.1237 | 0 | 0 | 33.1237 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346349 | -331322 | 370361 | -237089 | -581323 | -87662 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 160, "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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