Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1753047.8521 | 1629472.1711 | 123575.6811 | 99282585.8484 | 107583053.6577 | -8300467.8093 |
Total P&L (%) | 1753.0479 | 1629.4722 | 123.5757 | 99282.5858 | 107583.0537 | -8300.4678 |
Avg Daily Profit (%) | 0.9389 | 0.8727 | 0.0662 | 0.3703 | 0.3746 | 0 |
Buy And Hold Return (%) | 6433.7875 | 6433.7875 | 6433.7875 | 6433.7875 | 6433.7875 | 6433.7875 |
Max Trade Drawdown | -73786 | -72491 | -54035 | -48229065 | -18231996 | -38155217 |
Profit Factor | 4.034 | 6.4025 | 1.4474 | 1.4859 | 2.1656 | 0.9259 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 46.1538 | 43.0769 | 49.2308 | 46.1538 | 43.0769 | 49.2308 |
Ratio Avg Win / Avg Loss | 4.7063 | 8.4604 | 1.4927 | 1.7336 | 2.8616 | 0.9548 |
Largest Winning Trade | 711212 | 711212 | 69404 | 31310716 | 27340337 | 31310716 |
Largest Losing Trade | -19682 | -17033 | -19682 | -14188921 | -14165170 | -14188921 |
Avg Bars in Trades | 84 | 84 | 83 | 84 | 84 | 83 |
Avg Bars in Winners | 131 | 141 | 122 | 131 | 141 | 122 |
Avg Bars in Losers | 43 | 42 | 44 | 43 | 42 | 44 |
Bars Traded | 10924 | 5523 | 5401 | 10924 | 5523 | 5401 |
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 | -146555 | -278670 | -401334 | 384239 | -121000 | -712757 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 45, "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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