Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2110518.9521 | 2156887.6039 | -46368.6518 | 5021.2477 | 1322735.3551 | -1317714.1074 |
Total P&L (%) | 2110.519 | 2156.8876 | -46.3687 | 5.0212 | 1322.7354 | -1317.7141 |
Avg Daily Profit (%) | 0.9117 | 0.9317 | -0.02 | 0.0021 | 0.1148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174440 | -155516 | -106760 | -2682552 | -1353933 | -1959260 |
Profit Factor | 3.6164 | 6.7216 | 0.8921 | 1.001 | 1.703 | 0.5619 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 38.1443 | 38.7755 | 37.5 | 38.1443 | 38.7755 | 37.5 |
Ratio Avg Win / Avg Loss | 5.8645 | 10.6131 | 1.4868 | 1.6233 | 2.689 | 0.9366 |
Largest Winning Trade | 2096495 | 2096495 | 72213 | 1547850 | 1547850 | 478311 |
Largest Losing Trade | -53053 | -53053 | -51461 | -1434535 | -719063 | -1434535 |
Avg Bars in Trades | 88 | 77 | 99 | 88 | 77 | 99 |
Avg Bars in Winners | 167 | 144 | 191 | 167 | 144 | 191 |
Avg Bars in Losers | 39 | 34 | 44 | 39 | 34 | 44 |
Bars Traded | 8559 | 3778 | 4781 | 8559 | 3778 | 4781 |
Profit Streak | 0 | 0 | 17.9196 | 0 | 0 | 17.9196 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564881 | 631431 | -583318 | -578401 | -40418 | -584985 |
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{ "first_band": { "type": "jma", "factors": { "length": 10, "offset": 204 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 10, "offset": 204 } }, "second_band": { "type": "midpoint", "factors": { "length": 21, "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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