Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496815.441 | 380189.0789 | 116626.3621 | 995083.1173 | 518009.4871 | 477073.6302 |
Total P&L (%) | 496.8154 | 380.1891 | 116.6264 | 995.0831 | 518.0095 | 477.0736 |
Avg Daily Profit (%) | 0.2665 | 0.204 | 0.0626 | 0.1285 | 0.0978 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71769 | -80050 | -92051 | -707096 | -406345 | -524242 |
Profit Factor | 1.7846 | 2.3189 | 1.3381 | 1.2935 | 1.3331 | 1.26 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 49.2647 | 51.4706 | 47.0588 | 49.2647 | 51.4706 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8378 | 2.1863 | 1.5053 | 1.3321 | 1.2569 | 1.4175 |
Largest Winning Trade | 171852 | 171852 | 47301 | 555084 | 555084 | 552651 |
Largest Losing Trade | -33998 | -28352 | -33998 | -308957 | -308957 | -268335 |
Avg Bars in Trades | 40 | 33 | 47 | 40 | 33 | 47 |
Avg Bars in Winners | 52 | 38 | 67 | 52 | 38 | 67 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 5528 | 2292 | 3236 | 5528 | 2292 | 3236 |
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 | 419345 | -96919 | -218556 | -20957 | -170748 | -178130 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "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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