Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33684.1792 | 10902.57 | 22781.6091 | 35991.0179 | 9617.3343 | 26373.6836 |
Total P&L (%) | 33.6842 | 10.9026 | 22.7816 | 35.991 | 9.6173 | 26.3737 |
Avg Daily Profit (%) | 0.6468 | 0.2093 | 0.4374 | 0.592 | 0.1765 | 0.4505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14985 | -18592 | -11792 | -22051 | -26513 | -16091 |
Profit Factor | 1.367 | 1.216 | 1.5518 | 1.2882 | 1.1391 | 1.4731 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 68.8172 | 69.8925 | 67.7419 | 68.8172 | 69.8925 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.6194 | 0.5238 | 0.7389 | 0.5837 | 0.4907 | 0.7015 |
Largest Winning Trade | 3549 | 3394 | 3549 | 4362 | 4362 | 4328 |
Largest Losing Trade | -9793 | -9793 | -7069 | -14218 | -14218 | -9606 |
Avg Bars in Trades | 126 | 128 | 124 | 126 | 128 | 124 |
Avg Bars in Winners | 70 | 61 | 80 | 70 | 61 | 80 |
Avg Bars in Losers | 249 | 282 | 218 | 249 | 282 | 218 |
Bars Traded | 23554 | 11933 | 11621 | 23554 | 11933 | 11621 |
Profit Streak | 0 | 15.1017 | 0 | 0 | 15.1017 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328212 | -129833 | 182317 | 301395 | -225322 | 226664 |
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{ "first_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "offset": 161 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "offset": 161 } } }
# | 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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