Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128358.1433 | 784302.5876 | 344055.5557 | 66332123.7937 | 30857705.3592 | 35474418.4345 |
Total P&L (%) | 1128.3581 | 784.3026 | 344.0556 | 66332.1238 | 30857.7054 | 35474.4184 |
Avg Daily Profit (%) | 0.4737 | 0.3293 | 0.1444 | 0.2732 | 0.2411 | 0.2469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94236 | -58209 | -81289 | -59880753 | -30528300 | -50520504 |
Profit Factor | 2.9724 | 4.193 | 2.054 | 1.3485 | 1.4058 | 1.3104 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 66.6667 | 67.9245 | 65.3846 | 66.6667 | 67.9245 | 65.3846 |
Ratio Avg Win / Avg Loss | 1.4862 | 1.98 | 1.0874 | 0.6743 | 0.6639 | 0.6937 |
Largest Winning Trade | 171101 | 171101 | 56474 | 21428078 | 10762119 | 21428078 |
Largest Losing Trade | -63236 | -30999 | -63236 | -36738507 | -19784444 | -36738507 |
Avg Bars in Trades | 44 | 30 | 57 | 44 | 30 | 57 |
Avg Bars in Winners | 47 | 28 | 66 | 47 | 28 | 66 |
Avg Bars in Losers | 38 | 34 | 42 | 38 | 34 | 42 |
Bars Traded | 4627 | 1621 | 3006 | 4627 | 1621 | 3006 |
Profit Streak | 60.5345 | 60.5345 | 308.5345 | 60.5345 | 60.5345 | 308.5345 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660921 | -160826 | -174120 | 388551 | -169719 | -169774 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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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