Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247842.3024 | 1144470.0805 | 103372.222 | 8532723.3899 | 7188047.3584 | 1344676.0314 |
Total P&L (%) | 1247.8423 | 1144.4701 | 103.3722 | 8532.7234 | 7188.0474 | 1344.676 |
Avg Daily Profit (%) | 0.6842 | 0.6275 | 0.0567 | 0.2447 | 0.2354 | 0.1465 |
Buy And Hold Return (%) | 817.2701 | 817.2701 | 817.2701 | 817.2701 | 817.2701 | 817.2701 |
Max Trade Drawdown | -100992 | -66691 | -72206 | -6849950 | -7550442 | -2861540 |
Profit Factor | 4.0629 | 6.0287 | 1.5749 | 1.3639 | 1.5054 | 1.1458 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
Ratio Avg Win / Avg Loss | 5.6357 | 7.9127 | 2.3098 | 1.8918 | 1.9758 | 1.6804 |
Largest Winning Trade | 532447 | 532447 | 68495 | 7234423 | 7234423 | 4008069 |
Largest Losing Trade | -24115 | -18632 | -24115 | -2497831 | -2497831 | -1039146 |
Avg Bars in Trades | 140 | 118 | 162 | 140 | 118 | 162 |
Avg Bars in Winners | 224 | 180 | 272 | 224 | 180 | 272 |
Avg Bars in Losers | 80 | 71 | 88 | 80 | 71 | 88 |
Bars Traded | 10409 | 4382 | 6027 | 10409 | 4382 | 6027 |
Profit Streak | 0 | 172.9784 | 0 | 0 | 172.9784 | 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 | -62690 | -22269 | -283810 | -61925 | 342845 | -69034 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 92, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 92, "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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