Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789647.7599 | 703744.8237 | 85902.9362 | 8002163.1413 | 13594134.4538 | -5591971.3125 |
Total P&L (%) | 789.6478 | 703.7448 | 85.9029 | 8002.1631 | 13594.1345 | -5591.9713 |
Avg Daily Profit (%) | 0.3158 | 0.2814 | 0.0344 | 0.1759 | 0.1969 | 0 |
Buy And Hold Return (%) | 894.4938 | 894.4938 | 894.4938 | 894.4938 | 894.4938 | 894.4938 |
Max Trade Drawdown | -127836 | -91105 | -67284 | -6456065 | -3492411 | -6960601 |
Profit Factor | 2.6476 | 3.9633 | 1.3553 | 1.3994 | 2.7832 | 0.5495 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 54.7619 | 59.5238 | 50 | 54.7619 | 59.5238 | 50 |
Ratio Avg Win / Avg Loss | 2.1871 | 2.6951 | 1.3553 | 1.156 | 1.8926 | 0.5495 |
Largest Winning Trade | 147931 | 147931 | 63087 | 7053900 | 7053900 | 1826832 |
Largest Losing Trade | -38974 | -31699 | -38974 | -3594559 | -1817063 | -3594559 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 69 | 68 | 70 | 69 | 68 | 70 |
Avg Bars in Losers | 36 | 44 | 30 | 36 | 44 | 30 |
Bars Traded | 4582 | 2463 | 2119 | 4582 | 2463 | 2119 |
Profit Streak | 63.2315 | 81.7315 | 0 | 63.2315 | 81.7315 | 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 | -150299 | -148173 | -312313 | 357266 | 545725 | -580734 |
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{ "first_band": { "type": "jma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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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