Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502108.7132 | 306809.8475 | 195298.8657 | 1529077.7599 | 1886684.3496 | -357606.5896 |
Total P&L (%) | 502.1087 | 306.8098 | 195.2989 | 1529.0778 | 1886.6844 | -357.6066 |
Avg Daily Profit (%) | 0.2983 | 0.1823 | 0.116 | 0.1659 | 0.1777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117315 | -95894 | -83044 | -4379724 | -1503963 | -3289666 |
Profit Factor | 1.5509 | 1.698 | 1.4139 | 1.1258 | 1.3188 | 0.9427 |
Total Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Winning Trades | 128 | 56 | 72 | 128 | 56 | 72 |
Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
Profitability (%) | 48.6692 | 42.4242 | 54.9618 | 48.6692 | 42.4242 | 54.9618 |
Ratio Avg Win / Avg Loss | 1.6357 | 2.3044 | 1.1586 | 1.1874 | 1.7898 | 0.7725 |
Largest Winning Trade | 87147 | 87147 | 52668 | 1421145 | 1421145 | 979413 |
Largest Losing Trade | -27124 | -19774 | -27124 | -888880 | -853256 | -888880 |
Avg Bars in Trades | 75 | 67 | 84 | 75 | 67 | 84 |
Avg Bars in Winners | 91 | 81 | 98 | 91 | 81 | 98 |
Avg Bars in Losers | 61 | 57 | 66 | 61 | 57 | 66 |
Bars Traded | 19939 | 8890 | 11049 | 19939 | 8890 | 11049 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448727 | 271320 | -36889 | -73546 | 216259 | -580341 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 106, "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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