Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916504.9135 | 732096.7828 | 184408.1307 | 5407641.3769 | 1610851.2955 | 3796790.0814 |
Total P&L (%) | 916.5049 | 732.0968 | 184.4081 | 5407.6414 | 1610.8513 | 3796.7901 |
Avg Daily Profit (%) | 0.3954 | 0.3159 | 0.0796 | 0.1731 | 0.1226 | 0.1582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167535 | -89677 | -122802 | -21987081 | -14775374 | -13017782 |
Profit Factor | 1.8514 | 2.4823 | 1.3166 | 1.0847 | 1.0483 | 1.1246 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 53.4091 | 54.5455 | 52.2727 | 53.4091 | 54.5455 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.6151 | 2.0686 | 1.2021 | 0.9462 | 0.8735 | 1.0268 |
Largest Winning Trade | 160861 | 160861 | 74241 | 6342453 | 6342453 | 3639036 |
Largest Losing Trade | -45112 | -35782 | -45112 | -7417344 | -7036101 | -7417344 |
Avg Bars in Trades | 38 | 30 | 47 | 38 | 30 | 47 |
Avg Bars in Winners | 45 | 33 | 58 | 45 | 33 | 58 |
Avg Bars in Losers | 31 | 27 | 35 | 31 | 27 | 35 |
Bars Traded | 6852 | 2677 | 4175 | 6852 | 2677 | 4175 |
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 | 525073 | 505058 | -86557 | -119859 | -197776 | -75786 |
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{ "first_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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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