Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275555.2497 | 1252898.0201 | 22657.2296 | 1761814.4148 | 1746879.0684 | 14935.3464 |
Total P&L (%) | 1275.5553 | 1252.898 | 22.6572 | 1761.8144 | 1746.8791 | 14.9353 |
Avg Daily Profit (%) | 0.7003 | 0.6879 | 0.0124 | 0.1607 | 0.1602 | 0.0076 |
Buy And Hold Return (%) | 624.463 | 624.463 | 624.463 | 624.463 | 624.463 | 624.463 |
Max Trade Drawdown | -146633 | -76968 | -112646 | -845359 | -533312 | -585659 |
Profit Factor | 3.338 | 5.956 | 1.0774 | 1.5902 | 2.2404 | 1.0095 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.7193 | 8.934 | 1.4365 | 2.2482 | 3.3606 | 1.346 |
Largest Winning Trade | 756724 | 756724 | 75100 | 750119 | 750119 | 518662 |
Largest Losing Trade | -40294 | -26444 | -40294 | -361986 | -361986 | -203817 |
Avg Bars in Trades | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Winners | 130 | 115 | 144 | 130 | 115 | 144 |
Avg Bars in Losers | 38 | 32 | 44 | 38 | 32 | 44 |
Bars Traded | 5341 | 2287 | 3054 | 5341 | 2287 | 3054 |
Profit Streak | 0 | 168.7954 | 0 | 0 | 168.7954 | 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 | -90019 | 407275 | -480183 | -94710 | 220558 | -561288 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 42, "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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