Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101681.2698 | 1090155.5093 | 11525.7605 | 680300.4485 | 2266734.357 | -1586433.9085 |
Total P&L (%) | 1101.6813 | 1090.1555 | 11.5258 | 680.3004 | 2266.7344 | -1586.4339 |
Avg Daily Profit (%) | 0.4407 | 0.4361 | 0.0046 | 0.0822 | 0.1267 | 0 |
Buy And Hold Return (%) | 490.4255 | 490.4255 | 490.4255 | 490.4255 | 490.4255 | 490.4255 |
Max Trade Drawdown | -142734 | -111772 | -93876 | -4862220 | -2817931 | -2461883 |
Profit Factor | 3.2327 | 5.5008 | 1.0459 | 1.0806 | 1.592 | 0.6559 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 52.2388 | 47.0588 | 57.5758 | 52.2388 | 47.0588 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.9556 | 6.1884 | 0.7706 | 0.988 | 1.791 | 0.4833 |
Largest Winning Trade | 798722 | 798722 | 45798 | 4245649 | 4245649 | 875807 |
Largest Losing Trade | -45616 | -38102 | -45616 | -2461883 | -1177156 | -2461883 |
Avg Bars in Trades | 218 | 206 | 229 | 218 | 206 | 229 |
Avg Bars in Winners | 297 | 301 | 294 | 297 | 301 | 294 |
Avg Bars in Losers | 131 | 122 | 142 | 131 | 122 | 142 |
Bars Traded | 14608 | 7021 | 7587 | 14608 | 7021 | 7587 |
Profit Streak | 40.3706 | 40.3706 | 81.2039 | 40.3706 | 40.3706 | 81.2039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108693 | 439284 | -522645 | -381323 | -22810 | -579262 |
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{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 228 } }, "second_band": { "type": "jma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 39, "offset": 228 } }, "second_band": { "type": "jma", "factors": { "length": 127, "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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