Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091286.1231 | 991402.3098 | 99883.8132 | 292485.4581 | 903405.9047 | -610920.4466 |
Total P&L (%) | 1091.2861 | 991.4023 | 99.8838 | 292.4855 | 903.4059 | -610.9204 |
Avg Daily Profit (%) | 0.5879 | 0.5341 | 0.0538 | 0.0737 | 0.1243 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110811 | -65608 | -94858 | -843427 | -476352 | -681717 |
Profit Factor | 3.0278 | 5.1948 | 1.3309 | 1.0842 | 1.6949 | 0.7192 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 44.0678 | 36.6667 | 51.7241 | 44.0678 | 36.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.8429 | 8.9729 | 1.2422 | 1.376 | 2.9275 | 0.6712 |
Largest Winning Trade | 939276 | 939276 | 59087 | 939276 | 939276 | 235274 |
Largest Losing Trade | -65611 | -45200 | -65611 | -681886 | -343164 | -681886 |
Avg Bars in Trades | 120 | 91 | 151 | 120 | 91 | 151 |
Avg Bars in Winners | 172 | 108 | 218 | 172 | 108 | 218 |
Avg Bars in Losers | 80 | 81 | 78 | 80 | 81 | 78 |
Bars Traded | 7128 | 2744 | 4384 | 7128 | 2744 | 4384 |
Profit Streak | 0 | 0 | 30.7078 | 0 | 0 | 30.7078 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164670 | 489540 | -120079 | -404318 | -28670 | -580069 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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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