Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349060.9748 | 1277506.0903 | 71554.8845 | 35409957.2747 | 49488060.8516 | -14078103.5769 |
Total P&L (%) | 1349.061 | 1277.5061 | 71.5549 | 35409.9573 | 49488.0609 | -14078.1036 |
Avg Daily Profit (%) | 0.7264 | 0.6879 | 0.0385 | 0.3167 | 0.3347 | 0 |
Buy And Hold Return (%) | 5150.2006 | 5150.2006 | 5150.2006 | 5150.2006 | 5150.2006 | 5150.2006 |
Max Trade Drawdown | -115883 | -116931 | -78494 | -32201048 | -13544669 | -25824812 |
Profit Factor | 3.1628 | 5.2239 | 1.2227 | 1.3626 | 2.2297 | 0.7548 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 45.4545 | 48.3333 | 42.623 | 45.4545 | 48.3333 | 42.623 |
Ratio Avg Win / Avg Loss | 3.7954 | 5.5842 | 1.6459 | 1.6351 | 2.3834 | 1.0161 |
Largest Winning Trade | 414526 | 414526 | 66791 | 15383593 | 15383593 | 10317440 |
Largest Losing Trade | -26867 | -26867 | -24508 | -8870222 | -7061944 | -8870222 |
Avg Bars in Trades | 89 | 92 | 87 | 89 | 92 | 87 |
Avg Bars in Winners | 137 | 137 | 137 | 137 | 137 | 137 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 10877 | 5530 | 5347 | 10877 | 5530 | 5347 |
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 | -148643 | -315439 | -471316 | 326987 | -156395 | -743938 |
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{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 50, "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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