Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927170.0967 | 807527.6603 | 119642.4364 | 6195586.5107 | 4755202.3838 | 1440384.127 |
Total P&L (%) | 927.1701 | 807.5277 | 119.6424 | 6195.5865 | 4755.2024 | 1440.3841 |
Avg Daily Profit (%) | 0.5095 | 0.4437 | 0.0657 | 0.2279 | 0.2136 | 0.1504 |
Buy And Hold Return (%) | 322.2857 | 322.2857 | 322.2857 | 322.2857 | 322.2857 | 322.2857 |
Max Trade Drawdown | -102376 | -77998 | -92778 | -5638124 | -4979805 | -2659978 |
Profit Factor | 1.9112 | 2.7489 | 1.2153 | 1.2337 | 1.3607 | 1.108 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Profitability (%) | 40.2542 | 40.678 | 39.8305 | 40.2542 | 40.678 | 39.8305 |
Ratio Avg Win / Avg Loss | 2.8366 | 4.0088 | 1.8358 | 1.831 | 1.9844 | 1.6739 |
Largest Winning Trade | 399652 | 399652 | 60289 | 3177189 | 3177189 | 2517490 |
Largest Losing Trade | -32922 | -20474 | -32922 | -1356548 | -1356548 | -1322471 |
Avg Bars in Trades | 91 | 85 | 96 | 91 | 85 | 96 |
Avg Bars in Winners | 161 | 150 | 173 | 161 | 150 | 173 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 21499 | 10058 | 11441 | 21499 | 10058 | 11441 |
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 | 307298 | 286203 | -274443 | 234382 | 210740 | -98951 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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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