Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178778.673 | 259797.1068 | -81018.4338 | -73715.9494 | 43622.0119 | -117337.9613 |
Total P&L (%) | 178.7787 | 259.7971 | -81.0184 | -73.7159 | 43.622 | -117.338 |
Avg Daily Profit (%) | 0.1267 | 0.1841 | -0.0574 | -0.0946 | 0.0257 | 0 |
Buy And Hold Return (%) | 25.9877 | 25.9877 | 25.9877 | 25.9877 | 25.9877 | 25.9877 |
Max Trade Drawdown | -228918 | -106804 | -165254 | -115148 | -59616 | -134714 |
Profit Factor | 1.125 | 1.3884 | 0.8936 | 0.901 | 1.1329 | 0.7183 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 203 | 99 | 104 | 203 | 99 | 104 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 55.4645 | 54.0984 | 56.8306 | 55.4645 | 54.0984 | 56.8306 |
Ratio Avg Win / Avg Loss | 0.9033 | 1.1781 | 0.6788 | 0.7235 | 0.9612 | 0.5456 |
Largest Winning Trade | 92890 | 92890 | 39547 | 27914 | 27914 | 26272 |
Largest Losing Trade | -47999 | -47999 | -38849 | -37691 | -23787 | -37691 |
Avg Bars in Trades | 45 | 40 | 51 | 45 | 40 | 51 |
Avg Bars in Winners | 36 | 29 | 42 | 36 | 29 | 42 |
Avg Bars in Losers | 57 | 52 | 62 | 57 | 52 | 62 |
Bars Traded | 16732 | 7365 | 9367 | 16732 | 7365 | 9367 |
Profit Streak | 0 | 0 | 464.1871 | 0 | 0 | 464.1871 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106068 | 325562 | -578905 | -578156 | -242755 | -578905 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 186, "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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