Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378634.8321 | 253399.2789 | 125235.5533 | 66655.2054 | -153616.4392 | 220271.6446 |
Total P&L (%) | 378.6348 | 253.3993 | 125.2356 | 66.6552 | -153.6164 | 220.2716 |
Avg Daily Profit (%) | 0.198 | 0.1325 | 0.0655 | 0.0267 | 0 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171762 | -78454 | -128308 | -1445397 | -716376 | -985539 |
Profit Factor | 1.5657 | 1.8887 | 1.326 | 1.0229 | 0.8699 | 1.1277 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 57.5758 | 56 | 59.1837 | 57.5758 | 56 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.1537 | 1.484 | 0.9145 | 0.7537 | 0.6835 | 0.7777 |
Largest Winning Trade | 115921 | 115921 | 46453 | 454895 | 136553 | 454895 |
Largest Losing Trade | -70332 | -39326 | -70332 | -564686 | -346414 | -564686 |
Avg Bars in Trades | 36 | 25 | 46 | 36 | 25 | 46 |
Avg Bars in Winners | 32 | 19 | 45 | 32 | 19 | 45 |
Avg Bars in Losers | 40 | 33 | 48 | 40 | 33 | 48 |
Bars Traded | 3570 | 1299 | 2271 | 3570 | 1299 | 2271 |
Profit Streak | 25.1363 | 64.6363 | 0 | 25.1363 | 64.6363 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399623 | -192064 | -105610 | -352581 | -759218 | -192034 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 146, "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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