Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151746.4059 | 66761.9057 | 84984.5001 | 80346.4543 | 26148.0051 | 54198.4492 |
Total P&L (%) | 151.7464 | 66.7619 | 84.9845 | 80.3465 | 26.148 | 54.1984 |
Avg Daily Profit (%) | 0.1632 | 0.0718 | 0.0914 | 0.0634 | 0.025 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74193 | -72751 | -52224 | -124588 | -116642 | -79668 |
Profit Factor | 1.3098 | 1.247 | 1.387 | 1.127 | 1.0748 | 1.1915 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 62.8571 | 61.4286 | 64.2857 | 62.8571 | 61.4286 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.7739 | 0.783 | 0.7706 | 0.6659 | 0.6748 | 0.6619 |
Largest Winning Trade | 44804 | 25114 | 44804 | 40883 | 39640 | 40883 |
Largest Losing Trade | -35839 | -30561 | -35839 | -67987 | -63522 | -67987 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Losers | 29 | 32 | 26 | 29 | 32 | 26 |
Bars Traded | 3528 | 1598 | 1930 | 3528 | 1598 | 1930 |
Profit Streak | 14.7737 | 14.7737 | 56.7737 | 14.7737 | 14.7737 | 56.7737 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330185 | -191020 | -162572 | -187349 | -394734 | -233888 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 123, "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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