Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040615.6341 | 892505.6422 | 148109.9918 | 8641195.8595 | 16041769.0464 | -7400573.1869 |
Total P&L (%) | 1040.6156 | 892.5056 | 148.11 | 8641.1959 | 16041.769 | -7400.5732 |
Avg Daily Profit (%) | 0.4696 | 0.4028 | 0.0668 | 0.202 | 0.2297 | 0 |
Buy And Hold Return (%) | 206.1193 | 206.1193 | 206.1193 | 206.1193 | 206.1193 | 206.1193 |
Max Trade Drawdown | -110277 | -75458 | -93524 | -40886300 | -18960575 | -33882786 |
Profit Factor | 2.9748 | 4.5094 | 1.5432 | 1.0789 | 1.3539 | 0.8847 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 50 | 48.4848 | 51.5152 | 50 | 48.4848 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.9748 | 4.7912 | 1.4525 | 1.0789 | 1.4386 | 0.8326 |
Largest Winning Trade | 387522 | 387522 | 52464 | 12951439 | 12951439 | 10669712 |
Largest Losing Trade | -47879 | -32920 | -47879 | -18083810 | -12308169 | -18083810 |
Avg Bars in Trades | 129 | 104 | 153 | 129 | 104 | 153 |
Avg Bars in Winners | 188 | 136 | 238 | 188 | 136 | 238 |
Avg Bars in Losers | 69 | 74 | 64 | 69 | 74 | 64 |
Bars Traded | 8514 | 3438 | 5076 | 8514 | 3438 | 5076 |
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 | -113777 | 527881 | -267716 | -254154 | 291278 | -580606 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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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