Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249204.0205 | 323095.6732 | -73891.6527 | -85075.9908 | 529122.4583 | -614198.4491 |
Total P&L (%) | 249.204 | 323.0957 | -73.8917 | -85.076 | 529.1225 | -614.1984 |
Avg Daily Profit (%) | 0.1406 | 0.1822 | -0.0417 | -0.1072 | 0.1038 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227445 | -135695 | -166523 | -809524 | -317734 | -726046 |
Profit Factor | 1.308 | 1.9451 | 0.8419 | 0.9467 | 1.8315 | 0.3608 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 53.0864 | 55 | 51.2195 | 53.0864 | 55 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.1559 | 1.5914 | 0.8018 | 0.8366 | 1.4985 | 0.3436 |
Largest Winning Trade | 129948 | 129948 | 76305 | 451064 | 451064 | 107698 |
Largest Losing Trade | -68629 | -41711 | -68629 | -372954 | -217915 | -372954 |
Avg Bars in Trades | 63 | 49 | 77 | 63 | 49 | 77 |
Avg Bars in Winners | 68 | 39 | 98 | 68 | 39 | 98 |
Avg Bars in Losers | 58 | 62 | 55 | 58 | 62 | 55 |
Bars Traded | 5164 | 1995 | 3169 | 5164 | 1995 | 3169 |
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 | -21144 | 426230 | -580584 | -596655 | -50969 | -580584 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 133, "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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