Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085837.9792 | 913156.2204 | 172681.7588 | 29294533.4116 | 25842522.2344 | 3452011.1772 |
Total P&L (%) | 1085.838 | 913.1562 | 172.6818 | 29294.5334 | 25842.5222 | 3452.0112 |
Avg Daily Profit (%) | 0.5951 | 0.5005 | 0.0946 | 0.312 | 0.3051 | 0.1959 |
Buy And Hold Return (%) | 735.1037 | 735.1037 | 735.1037 | 735.1037 | 735.1037 | 735.1037 |
Max Trade Drawdown | -84358 | -50009 | -57054 | -23462899 | -15010819 | -18409929 |
Profit Factor | 2.4363 | 3.704 | 1.4128 | 1.2828 | 1.5395 | 1.062 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 53.4653 | 47.5248 | 59.4059 | 53.4653 | 47.5248 | 59.4059 |
Ratio Avg Win / Avg Loss | 2.1205 | 4.0898 | 0.9654 | 1.1165 | 1.6999 | 0.7257 |
Largest Winning Trade | 246869 | 246869 | 70968 | 16724915 | 16724915 | 7601647 |
Largest Losing Trade | -35910 | -22185 | -35910 | -8157832 | -5799080 | -8157832 |
Avg Bars in Trades | 106 | 99 | 113 | 106 | 99 | 113 |
Avg Bars in Winners | 135 | 132 | 137 | 135 | 132 | 137 |
Avg Bars in Losers | 73 | 69 | 77 | 73 | 69 | 77 |
Bars Traded | 21482 | 10069 | 11413 | 21482 | 10069 | 11413 |
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 | 8067 | -74219 | -232353 | 377286 | 372500 | -146682 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 125, "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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