Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505321.4483 | 388380.3918 | 116941.0564 | 1029471.7906 | 378065.7506 | 651406.04 |
Total P&L (%) | 505.3214 | 388.3804 | 116.9411 | 1029.4718 | 378.0658 | 651.406 |
Avg Daily Profit (%) | 0.2706 | 0.2079 | 0.0626 | 0.1299 | 0.0838 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75165 | -47093 | -88468 | -409806 | -362513 | -265492 |
Profit Factor | 2.4739 | 3.3997 | 1.6461 | 1.5928 | 1.385 | 1.8633 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 50 | 58.6207 | 54.2373 | 50 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.0874 | 3.3997 | 1.162 | 1.344 | 1.385 | 1.3153 |
Largest Winning Trade | 254602 | 254602 | 54250 | 439078 | 390657 | 439078 |
Largest Losing Trade | -43809 | -25002 | -43809 | -265492 | -162907 | -265492 |
Avg Bars in Trades | 120 | 89 | 152 | 120 | 89 | 152 |
Avg Bars in Winners | 153 | 96 | 203 | 153 | 96 | 203 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 7131 | 2696 | 4435 | 7131 | 2696 | 4435 |
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 | -165594 | 509139 | -106256 | -196288 | -80513 | -44852 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 96, "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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