Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228394.0597 | 1058546.5121 | 169847.5476 | 3239526.1426 | 2411430.7679 | 828095.3747 |
Total P&L (%) | 1228.3941 | 1058.5465 | 169.8475 | 3239.5261 | 2411.4308 | 828.0954 |
Avg Daily Profit (%) | 0.5171 | 0.4456 | 0.0715 | 0.1478 | 0.1358 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114663 | -73891 | -71812 | -10434332 | -6288623 | -8191823 |
Profit Factor | 3.3247 | 5.0922 | 1.6297 | 1.1107 | 1.1691 | 1.0552 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 44.0678 | 43.3333 | 44.8276 | 44.0678 | 43.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.2199 | 6.659 | 2.0058 | 1.4097 | 1.5288 | 1.2987 |
Largest Winning Trade | 632374 | 632374 | 61607 | 4684017 | 3819368 | 4684017 |
Largest Losing Trade | -49892 | -34927 | -49892 | -4775473 | -4256385 | -4775473 |
Avg Bars in Trades | 156 | 114 | 200 | 156 | 114 | 200 |
Avg Bars in Winners | 273 | 183 | 363 | 273 | 183 | 363 |
Avg Bars in Losers | 64 | 61 | 67 | 64 | 61 | 67 |
Bars Traded | 9244 | 3442 | 5802 | 9244 | 3442 | 5802 |
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 | -164701 | 552940 | -96453 | -275892 | -47434 | -229151 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 74, "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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