Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654086.0887 | 472086.817 | 181999.2717 | 1528737.3846 | 329031.841 | 1199705.5435 |
Total P&L (%) | 654.0861 | 472.0868 | 181.9993 | 1528.7374 | 329.0318 | 1199.7055 |
Avg Daily Profit (%) | 0.3439 | 0.2482 | 0.0957 | 0.1468 | 0.0766 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166650 | -72914 | -133595 | -1512283 | -1330953 | -1177215 |
Profit Factor | 2.3698 | 2.8383 | 1.8246 | 1.2539 | 1.0861 | 1.5458 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3698 | 3.2438 | 1.5965 | 1.2539 | 1.2412 | 1.3526 |
Largest Winning Trade | 161318 | 161318 | 56779 | 1015661 | 1015661 | 701929 |
Largest Losing Trade | -50844 | -50844 | -50819 | -1177215 | -863459 | -1177215 |
Avg Bars in Trades | 122 | 90 | 154 | 122 | 90 | 154 |
Avg Bars in Winners | 198 | 148 | 241 | 198 | 148 | 241 |
Avg Bars in Losers | 47 | 39 | 56 | 47 | 39 | 56 |
Bars Traded | 7366 | 2719 | 4647 | 7366 | 2719 | 4647 |
Profit Streak | 0 | 0 | 584.8111 | 0 | 0 | 584.8111 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159718 | 435864 | -60792 | -170332 | -217846 | -9923 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 39, "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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