Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411846.6199 | 431084.5167 | -19237.8968 | 96184.4003 | 284246.3121 | -188061.9118 |
Total P&L (%) | 411.8466 | 431.0845 | -19.2379 | 96.1844 | 284.2463 | -188.0619 |
Avg Daily Profit (%) | 0.2917 | 0.3053 | -0.0136 | 0.0477 | 0.0954 | 0 |
Buy And Hold Return (%) | 71.6569 | 71.6569 | 71.6569 | 71.6569 | 71.6569 | 71.6569 |
Max Trade Drawdown | -154209 | -81428 | -103893 | -358594 | -161162 | -263646 |
Profit Factor | 1.5051 | 2.1027 | 0.9547 | 1.083 | 1.5233 | 0.6945 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 54.8148 | 55.8824 | 53.7313 | 54.8148 | 55.8824 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.2407 | 1.66 | 0.8221 | 0.8927 | 1.2026 | 0.5981 |
Largest Winning Trade | 151548 | 151548 | 58093 | 156084 | 156084 | 46548 |
Largest Losing Trade | -51060 | -43094 | -51060 | -169081 | -59623 | -169081 |
Avg Bars in Trades | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Winners | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Losers | 72 | 59 | 85 | 72 | 59 | 85 |
Bars Traded | 8049 | 3533 | 4516 | 8049 | 3533 | 4516 |
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 | 355995 | -96554 | -696974 | -318347 | -174839 | -696974 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 195, "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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