Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110500.2165 | 274514.8347 | -164014.6182 | -100550.7501 | 769850.4787 | -870401.2288 |
Total P&L (%) | 110.5002 | 274.5148 | -164.0146 | -100.5508 | 769.8505 | -870.4012 |
Avg Daily Profit (%) | 0.0597 | 0.1484 | -0.0887 | 0 | 0.117 | 0 |
Buy And Hold Return (%) | 26.1332 | 26.1332 | 26.1332 | 26.1332 | 26.1332 | 26.1332 |
Max Trade Drawdown | -377757 | -157279 | -271328 | -1878162 | -632906 | -1245894 |
Profit Factor | 1.1454 | 1.8712 | 0.6312 | 0.9521 | 2.052 | 0.3642 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 36 | 17 | 19 | 37 | 18 | 19 |
Losing Trades | 29 | 16 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.3846 | 51.5152 | 59.375 | 56.9231 | 54.5455 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9227 | 1.7611 | 0.4319 | 0.7205 | 1.71 | 0.2492 |
Largest Winning Trade | 148929 | 148929 | 46017 | 657438 | 657438 | 318979 |
Largest Losing Trade | -105624 | -61561 | -105624 | -1163564 | -272745 | -1163564 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 60 | 42 | 76 | 78 | 84 | 74 |
Avg Bars in Losers | 103 | 99 | 109 | 80 | 52 | 112 |
Bars Traded | 5167 | 2302 | 2865 | 5167 | 2302 | 2865 |
Profit Streak | 60.099 | 90.7657 | 0 | 0 | 0 | 134.7657 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312155 | 335654 | -579595 | -715880 | -31931 | -579025 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 228, "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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