Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193937.6225 | 209550.9852 | -15613.3627 | -195157.5876 | -43300.3692 | -151857.2184 |
Total P&L (%) | 193.9376 | 209.551 | -15.6134 | -195.1576 | -43.3004 | -151.8572 |
Avg Daily Profit (%) | 0.1561 | 0.1686 | -0.0126 | 0 | -0.0457 | 0 |
Buy And Hold Return (%) | 27.2745 | 27.2745 | 27.2745 | 27.2745 | 27.2745 | 27.2745 |
Max Trade Drawdown | -89959 | -53061 | -89959 | -89429 | -50880 | -51794 |
Profit Factor | 1.4126 | 2.3712 | 0.9508 | 0.4083 | 0.5961 | 0.3178 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 52 | 26 | 26 | 16 | 8 | 8 |
Losing Trades | 17 | 8 | 9 | 53 | 26 | 27 |
Profitability (%) | 75.3623 | 76.4706 | 74.2857 | 23.1884 | 23.5294 | 22.8571 |
Ratio Avg Win / Avg Loss | 0.4618 | 0.7296 | 0.3291 | 1.3524 | 1.9372 | 1.0727 |
Largest Winning Trade | 51673 | 51673 | 24252 | 51320 | 38429 | 51320 |
Largest Losing Trade | -138768 | -53061 | -138768 | -138768 | -24059 | -138768 |
Avg Bars in Trades | 101 | 119 | 85 | 101 | 119 | 85 |
Avg Bars in Winners | 73 | 85 | 61 | 184 | 228 | 141 |
Avg Bars in Losers | 189 | 228 | 154 | 76 | 85 | 68 |
Bars Traded | 7034 | 4053 | 2981 | 7034 | 4053 | 2981 |
Profit Streak | 61.2916 | 161.4582 | 61.2916 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94912 | 501023 | -576664 | -723188 | -614313 | -618380 |
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{ "first_band": { "type": "jma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 79, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "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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