Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340862.495 | 423822.7658 | -82960.2707 | -82033.7849 | 174256.0163 | -256289.8012 |
Total P&L (%) | 340.8625 | 423.8228 | -82.9603 | -82.0338 | 174.256 | -256.2898 |
Avg Daily Profit (%) | 0.1637 | 0.2035 | -0.0398 | -0.0824 | 0.0485 | 0 |
Buy And Hold Return (%) | 10.582 | 10.582 | 10.582 | 10.582 | 10.582 | 10.582 |
Max Trade Drawdown | -314986 | -198331 | -287586 | -481169 | -312592 | -420977 |
Profit Factor | 1.1226 | 1.3366 | 0.9455 | 0.9745 | 1.1151 | 0.8491 |
Total Trades | 811 | 405 | 406 | 811 | 405 | 406 |
Winning Trades | 402 | 196 | 206 | 402 | 196 | 206 |
Losing Trades | 409 | 209 | 200 | 409 | 209 | 200 |
Profitability (%) | 49.5684 | 48.3951 | 50.7389 | 49.5684 | 48.3951 | 50.7389 |
Ratio Avg Win / Avg Loss | 1.1421 | 1.4253 | 0.9179 | 0.9914 | 1.1891 | 0.8244 |
Largest Winning Trade | 93225 | 93225 | 57033 | 106232 | 106232 | 71122 |
Largest Losing Trade | -55891 | -30683 | -55891 | -119262 | -119262 | -65375 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Losers | 29 | 29 | 29 | 29 | 29 | 29 |
Bars Traded | 24817 | 11781 | 13036 | 24817 | 11781 | 13036 |
Profit Streak | 4.6461 | 0 | 10.1461 | 4.6461 | 0 | 10.1461 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73485 | 330262 | -578013 | -575909 | -220889 | -578013 |
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{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 84, "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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