Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299367.9583 | 100121.8774 | 199246.0809 | 263292.4261 | 39689.3327 | 223603.0934 |
Total P&L (%) | 299.368 | 100.1219 | 199.2461 | 263.2924 | 39.6893 | 223.6031 |
Avg Daily Profit (%) | 0.1973 | 0.066 | 0.1313 | 0.085 | 0.022 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100829 | -72779 | -84422 | -293616 | -244074 | -291541 |
Profit Factor | 1.3359 | 1.2218 | 1.453 | 1.1206 | 1.037 | 1.2015 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 110 | 47 | 63 | 110 | 47 | 63 |
Losing Trades | 139 | 77 | 62 | 139 | 77 | 62 |
Profitability (%) | 44.1767 | 37.9032 | 50.4 | 44.1767 | 37.9032 | 50.4 |
Ratio Avg Win / Avg Loss | 1.6881 | 2.0017 | 1.4299 | 1.416 | 1.6988 | 1.1825 |
Largest Winning Trade | 58531 | 58531 | 54683 | 160582 | 160582 | 99528 |
Largest Losing Trade | -36217 | -21168 | -36217 | -95808 | -46213 | -95808 |
Avg Bars in Trades | 72 | 56 | 88 | 72 | 56 | 88 |
Avg Bars in Winners | 97 | 72 | 117 | 97 | 72 | 117 |
Avg Bars in Losers | 52 | 46 | 58 | 52 | 46 | 58 |
Bars Traded | 18017 | 7014 | 11003 | 18017 | 7014 | 11003 |
Profit Streak | 13.6479 | 0 | 28.0645 | 13.6479 | 0 | 28.0645 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311426 | -109057 | -15902 | -167661 | -349377 | -89274 |
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{ "first_band": { "type": "midprice", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "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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