Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836342.0433 | 703010.6727 | 133331.3706 | 3685599.2329 | 1608636.3012 | 2076962.9317 |
Total P&L (%) | 836.342 | 703.0107 | 133.3314 | 3685.5992 | 1608.6363 | 2076.9629 |
Avg Daily Profit (%) | 0.3625 | 0.3047 | 0.0578 | 0.1576 | 0.1231 | 0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125145 | -91174 | -115722 | -10470725 | -6620734 | -8086727 |
Profit Factor | 1.7648 | 2.3419 | 1.2341 | 1.0908 | 1.0705 | 1.1168 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 51.7767 | 52.5253 | 51.0204 | 51.7767 | 52.5253 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.6437 | 2.1167 | 1.1847 | 1.0159 | 0.9676 | 1.0721 |
Largest Winning Trade | 140421 | 140421 | 81717 | 2800616 | 2800616 | 2012598 |
Largest Losing Trade | -56156 | -33333 | -56156 | -3759504 | -3110875 | -3759504 |
Avg Bars in Trades | 67 | 55 | 79 | 67 | 55 | 79 |
Avg Bars in Winners | 76 | 57 | 96 | 76 | 57 | 96 |
Avg Bars in Losers | 58 | 53 | 63 | 58 | 53 | 63 |
Bars Traded | 13304 | 5473 | 7831 | 13304 | 5473 | 7831 |
Profit Streak | 0 | 0 | 41.6983 | 0 | 0 | 41.6983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505246 | 483471 | -115682 | -111738 | -172860 | -105935 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 160, "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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