Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519552.3124 | 468105.5364 | 51446.7759 | 53614.4567 | 320540.0907 | -266925.634 |
Total P&L (%) | 519.5523 | 468.1055 | 51.4468 | 53.6145 | 320.5401 | -266.9256 |
Avg Daily Profit (%) | 0.3256 | 0.2934 | 0.0322 | 0.0269 | 0.0901 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120195 | -95200 | -89284 | -331364 | -122315 | -376177 |
Profit Factor | 1.6519 | 2.1491 | 1.1321 | 1.0427 | 1.5882 | 0.6242 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 48.0315 | 43.75 | 52.381 | 48.0315 | 43.75 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7873 | 2.7631 | 1.0291 | 1.1282 | 2.042 | 0.5675 |
Largest Winning Trade | 354369 | 354369 | 73025 | 302749 | 302749 | 73126 |
Largest Losing Trade | -48526 | -29905 | -48526 | -133499 | -40393 | -133499 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 51 | 39 | 62 | 51 | 39 | 62 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 4711 | 1923 | 2788 | 4711 | 1923 | 2788 |
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 | 425193 | -129381 | -372696 | -331996 | -211662 | -727149 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 36, "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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