Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697503.7623 | 644943.3228 | 52560.4396 | 910432.1152 | 1408123.5872 | -497691.472 |
Total P&L (%) | 697.5038 | 644.9433 | 52.5604 | 910.4321 | 1408.1236 | -497.6915 |
Avg Daily Profit (%) | 0.3861 | 0.357 | 0.0291 | 0.1281 | 0.1503 | 0 |
Buy And Hold Return (%) | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 | 184.9318 |
Max Trade Drawdown | -170314 | -87401 | -96406 | -3648667 | -1889105 | -1769270 |
Profit Factor | 2.0228 | 2.8344 | 1.1591 | 1.1321 | 1.3864 | 0.8469 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 55.8824 | 54.902 | 56.8627 | 55.8824 | 54.902 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5969 | 2.3283 | 0.8793 | 0.8937 | 1.1388 | 0.6425 |
Largest Winning Trade | 313900 | 313900 | 66006 | 1217869 | 1217869 | 913940 |
Largest Losing Trade | -47815 | -47815 | -43249 | -1407777 | -1407777 | -603345 |
Avg Bars in Trades | 69 | 59 | 78 | 69 | 59 | 78 |
Avg Bars in Winners | 73 | 56 | 91 | 73 | 56 | 91 |
Avg Bars in Losers | 63 | 63 | 62 | 63 | 63 | 62 |
Bars Traded | 7049 | 3030 | 4018 | 7049 | 3030 | 4018 |
Profit Streak | 0 | 116.7307 | 0 | 0 | 116.7307 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434914 | -166349 | -546165 | -98894 | -170237 | -759943 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "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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