Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690808.1227 | 650554.3987 | 40253.7239 | 2534781.6205 | 9267923.4169 | -6733141.7963 |
Total P&L (%) | 690.8081 | 650.5544 | 40.2537 | 2534.7816 | 9267.9234 | -6733.1418 |
Avg Daily Profit (%) | 0.2763 | 0.2602 | 0.0161 | 0.1309 | 0.1817 | 0 |
Buy And Hold Return (%) | 879.1526 | 879.1526 | 879.1526 | 879.1526 | 879.1526 | 879.1526 |
Max Trade Drawdown | -119605 | -78885 | -114807 | -7270057 | -2676218 | -7553555 |
Profit Factor | 2.237 | 3.2735 | 1.1478 | 1.1375 | 2.2972 | 0.4034 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 47.1264 | 52.2727 | 41.8605 | 47.1264 | 52.2727 | 41.8605 |
Ratio Avg Win / Avg Loss | 2.5098 | 2.9889 | 1.5942 | 1.2763 | 2.0975 | 0.5603 |
Largest Winning Trade | 160950 | 160950 | 62791 | 5192902 | 5192902 | 893947 |
Largest Losing Trade | -60423 | -32725 | -60423 | -5547204 | -1751996 | -5547204 |
Avg Bars in Trades | 53 | 55 | 52 | 53 | 55 | 52 |
Avg Bars in Winners | 69 | 69 | 69 | 69 | 69 | 69 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 4667 | 2425 | 2242 | 4667 | 2425 | 2242 |
Profit Streak | 70.656 | 92.156 | 0 | 70.656 | 92.156 | 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 | -153157 | -150055 | -397057 | -90621 | 474022 | -583892 |
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{ "first_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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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