Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111157.5764 | 948277.5676 | 162880.0088 | 29514687.4623 | 23559809.8384 | 5954877.6239 |
Total P&L (%) | 1111.1576 | 948.2776 | 162.88 | 29514.6875 | 23559.8098 | 5954.8776 |
Avg Daily Profit (%) | 0.6115 | 0.5219 | 0.0896 | 0.3137 | 0.3013 | 0.2261 |
Buy And Hold Return (%) | 627.2057 | 627.2057 | 627.2057 | 627.2057 | 627.2057 | 627.2057 |
Max Trade Drawdown | -69825 | -49097 | -62905 | -16852781 | -12989211 | -11033786 |
Profit Factor | 2.6355 | 3.8669 | 1.4672 | 1.3293 | 1.5443 | 1.1285 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 45.1613 | 43.0108 | 47.3118 | 45.1613 | 43.0108 | 47.3118 |
Ratio Avg Win / Avg Loss | 3.2003 | 5.1237 | 1.6339 | 1.6142 | 2.0462 | 1.2568 |
Largest Winning Trade | 282199 | 282199 | 66275 | 11984311 | 11984311 | 9440871 |
Largest Losing Trade | -43419 | -20598 | -43419 | -7343396 | -5596487 | -7343396 |
Avg Bars in Trades | 115 | 110 | 120 | 115 | 110 | 120 |
Avg Bars in Winners | 166 | 157 | 175 | 166 | 157 | 175 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 21486 | 10316 | 11170 | 21486 | 10316 | 11170 |
Profit Streak | 0 | 87.3678 | 0 | 0 | 87.3678 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 261442 | 218876 | -238201 | 341130 | 362202 | -72242 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 133 } }, "second_band": { "type": "jma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 15, "offset": 133 } }, "second_band": { "type": "jma", "factors": { "length": 236, "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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