Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496601.7546 | 597228.829 | -100627.0744 | -2345979.8047 | 2568186.6061 | -4914166.4107 |
Total P&L (%) | 496.6018 | 597.2288 | -100.6271 | -2345.9798 | 2568.1866 | -4914.1664 |
Avg Daily Profit (%) | 0.266 | 0.3199 | -0.0539 | 0 | 0.176 | 0 |
Buy And Hold Return (%) | 506.9866 | 506.9866 | 506.9866 | 506.9866 | 506.9866 | 506.9866 |
Max Trade Drawdown | -276081 | -119973 | -280173 | -6033394 | -1324963 | -5997421 |
Profit Factor | 1.5972 | 2.7522 | 0.7949 | 0.8233 | 1.5405 | 0.4236 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 51 | 24 | 27 | 49 | 27 | 22 |
Losing Trades | 47 | 25 | 22 | 49 | 22 | 27 |
Profitability (%) | 52.0408 | 48.9796 | 55.102 | 50 | 55.102 | 44.898 |
Ratio Avg Win / Avg Loss | 1.472 | 2.8668 | 0.6477 | 0.8233 | 1.2552 | 0.5198 |
Largest Winning Trade | 187871 | 187871 | 61255 | 903049 | 903049 | 512280 |
Largest Losing Trade | -205172 | -31889 | -205172 | -2954378 | -927018 | -2954378 |
Avg Bars in Trades | 110 | 86 | 133 | 110 | 86 | 133 |
Avg Bars in Winners | 115 | 95 | 134 | 103 | 92 | 117 |
Avg Bars in Losers | 104 | 79 | 132 | 117 | 80 | 147 |
Bars Traded | 10812 | 4258 | 6554 | 10812 | 4258 | 6554 |
Profit Streak | 0 | 51.8595 | 0 | 23.3595 | 0 | 74.5262 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155166 | -95823 | -580020 | -579971 | 318762 | -581700 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 191, "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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