Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352599.2614 | 222348.8854 | 130250.3759 | 1503294.7018 | 1293722.2383 | 209572.4635 |
Total P&L (%) | 352.5993 | 222.3489 | 130.2504 | 1503.2947 | 1293.7222 | 209.5725 |
Avg Daily Profit (%) | 0.677 | 0.4269 | 0.2501 | 0.5342 | 0.5071 | 0.2172 |
Buy And Hold Return (%) | 36.6261 | 36.6261 | 36.6261 | 36.6261 | 36.6261 | 36.6261 |
Max Trade Drawdown | -47193 | -27267 | -42964 | -848238 | -233598 | -763447 |
Profit Factor | 2.0849 | 2.5714 | 1.7098 | 1.4817 | 2.0252 | 1.1127 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 48.0519 | 46.7532 | 49.3506 | 48.0519 | 46.7532 | 49.3506 |
Ratio Avg Win / Avg Loss | 2.2539 | 2.9285 | 1.7548 | 1.6018 | 2.3064 | 1.142 |
Largest Winning Trade | 64395 | 64395 | 30024 | 609379 | 609379 | 424001 |
Largest Losing Trade | -29814 | -13647 | -29814 | -257468 | -115503 | -257468 |
Avg Bars in Trades | 159 | 147 | 171 | 159 | 147 | 171 |
Avg Bars in Winners | 254 | 241 | 267 | 254 | 241 | 267 |
Avg Bars in Losers | 71 | 64 | 77 | 71 | 64 | 77 |
Bars Traded | 24524 | 11330 | 13194 | 24524 | 11330 | 13194 |
Profit Streak | 0 | 42.159 | 0 | 0 | 42.159 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545133 | -28444 | -34106 | 456463 | -27776 | -132384 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 88, "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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