Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 788456.2493 | 627626.7002 | 160829.5492 | 1588204.4009 | -105862.2718 | 1694066.6727 |
Total P&L (%) | 788.4562 | 627.6267 | 160.8295 | 1588.2044 | -105.8623 | 1694.0667 |
Avg Daily Profit (%) | 0.4081 | 0.3249 | 0.0832 | 0.1464 | 0 | 0.1495 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99484 | -91390 | -54897 | -2206834 | -1861565 | -739292 |
Profit Factor | 2.3363 | 2.9386 | 1.604 | 1.2052 | 0.9774 | 1.5534 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 37.7358 | 30.1887 | 45.283 | 37.7358 | 30.1887 | 45.283 |
Ratio Avg Win / Avg Loss | 3.8549 | 6.7955 | 1.9381 | 1.9886 | 2.2602 | 1.877 |
Largest Winning Trade | 378530 | 378530 | 63752 | 1198261 | 1198261 | 984259 |
Largest Losing Trade | -51558 | -42280 | -51558 | -712211 | -599478 | -712211 |
Avg Bars in Trades | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Winners | 85 | 65 | 98 | 85 | 65 | 98 |
Avg Bars in Losers | 31 | 39 | 22 | 31 | 39 | 22 |
Bars Traded | 5503 | 2504 | 2999 | 5503 | 2504 | 2999 |
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 | 352013 | -173321 | -260666 | -1070 | -766037 | -172141 |
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{ "first_band": { "type": "jma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "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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