Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958862.9355 | 814995.7546 | 143867.1809 | 11486172.9588 | 9149337.2884 | 2336835.6704 |
Total P&L (%) | 958.8629 | 814.9958 | 143.8672 | 11486.173 | 9149.3373 | 2336.8357 |
Avg Daily Profit (%) | 0.5193 | 0.4414 | 0.0779 | 0.2577 | 0.2455 | 0.1731 |
Buy And Hold Return (%) | 173.7443 | 173.7443 | 173.7443 | 173.7443 | 173.7443 | 173.7443 |
Max Trade Drawdown | -75406 | -37564 | -84473 | -8760952 | -2419406 | -7771322 |
Profit Factor | 2.9917 | 5.0125 | 1.5169 | 1.4719 | 1.9564 | 1.1582 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 41.0256 | 39.4737 | 40.2597 | 41.0256 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.4393 | 7.2055 | 2.3259 | 2.1841 | 2.8124 | 1.7758 |
Largest Winning Trade | 298535 | 298535 | 78478 | 7087142 | 7087142 | 3878877 |
Largest Losing Trade | -43651 | -24375 | -43651 | -4566378 | -1427395 | -4566378 |
Avg Bars in Trades | 140 | 128 | 152 | 140 | 128 | 152 |
Avg Bars in Winners | 261 | 209 | 315 | 261 | 209 | 315 |
Avg Bars in Losers | 59 | 72 | 46 | 59 | 72 | 46 |
Bars Traded | 10824 | 5024 | 5800 | 10824 | 5024 | 5800 |
Profit Streak | 0 | 0 | 285.0027 | 0 | 0 | 285.0027 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34572 | 461781 | -254911 | -39289 | 312232 | -40367 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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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