Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558748.554 | 554159.7086 | 4588.8454 | 267082.45 | 416115.4432 | -149032.9932 |
Total P&L (%) | 558.7486 | 554.1597 | 4.5888 | 267.0825 | 416.1154 | -149.033 |
Avg Daily Profit (%) | 0.3038 | 0.3013 | 0.0025 | 0.0707 | 0.0893 | 0 |
Buy And Hold Return (%) | 156.7071 | 156.7071 | 156.7071 | 156.7071 | 156.7071 | 156.7071 |
Max Trade Drawdown | -95640 | -66407 | -73811 | -827874 | -287404 | -540469 |
Profit Factor | 2.0856 | 3.6362 | 1.0151 | 1.1186 | 1.4657 | 0.8902 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.8354 | 45 | 48.7179 | 46.8354 | 45 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.3674 | 4.4442 | 1.0685 | 1.2698 | 1.7914 | 0.9371 |
Largest Winning Trade | 455769 | 455769 | 44881 | 302576 | 302576 | 252427 |
Largest Losing Trade | -40587 | -21379 | -40587 | -258054 | -198498 | -258054 |
Avg Bars in Trades | 132 | 123 | 142 | 132 | 123 | 142 |
Avg Bars in Winners | 207 | 198 | 216 | 207 | 198 | 216 |
Avg Bars in Losers | 67 | 63 | 71 | 67 | 63 | 71 |
Bars Traded | 10498 | 4959 | 5539 | 10498 | 4959 | 5539 |
Profit Streak | 82.3478 | 98.3478 | 0 | 82.3478 | 98.3478 | 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 | -21668 | 421484 | -559684 | -229332 | -76329 | -581255 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 120, "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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