Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922343.2461 | 802969.1828 | 119374.0633 | 9377088.1333 | 25291233.4221 | -15914145.2888 |
Total P&L (%) | 922.3432 | 802.9692 | 119.3741 | 9377.0881 | 25291.2334 | -15914.1453 |
Avg Daily Profit (%) | 0.3689 | 0.3211 | 0.0477 | 0.1822 | 0.2217 | 0 |
Buy And Hold Return (%) | 922.7682 | 922.7682 | 922.7682 | 922.7682 | 922.7682 | 922.7682 |
Max Trade Drawdown | -99941 | -73105 | -111862 | -16912272 | -11542774 | -25729877 |
Profit Factor | 2.9797 | 4.8963 | 1.4595 | 1.1734 | 2.3669 | 0.5527 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 55.5556 | 52.7778 | 58.3333 | 55.5556 | 52.7778 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.3838 | 4.3809 | 1.0425 | 0.9387 | 2.1178 | 0.3948 |
Largest Winning Trade | 166598 | 166598 | 65577 | 13990869 | 13990869 | 3634966 |
Largest Losing Trade | -70011 | -38719 | -70011 | -13982443 | -5620307 | -13982443 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 82 | 88 | 76 | 82 | 88 | 76 |
Avg Bars in Losers | 40 | 52 | 27 | 40 | 52 | 27 |
Bars Traded | 4584 | 2574 | 2010 | 4584 | 2574 | 2010 |
Profit Streak | 74.9174 | 80.4174 | 0 | 74.9174 | 80.4174 | 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 | -232827 | -148070 | -292794 | -105807 | 491299 | -579699 |
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{ "first_band": { "type": "jma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "midpoint", "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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