Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435484.6786 | 405723.2732 | 29761.4054 | 57369.7018 | 249140.2786 | -191770.5768 |
Total P&L (%) | 435.4847 | 405.7233 | 29.7614 | 57.3697 | 249.1403 | -191.7706 |
Avg Daily Profit (%) | 0.2317 | 0.2159 | 0.0158 | 0.0241 | 0.0666 | 0 |
Buy And Hold Return (%) | 41.9633 | 41.9633 | 41.9633 | 41.9633 | 41.9633 | 41.9633 |
Max Trade Drawdown | -113505 | -106604 | -128614 | -374203 | -264249 | -309693 |
Profit Factor | 1.7365 | 2.4775 | 1.094 | 1.0513 | 1.4656 | 0.6714 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 44.4444 | 45.1613 | 43.75 | 44.4444 | 45.1613 | 43.75 |
Ratio Avg Win / Avg Loss | 2.1706 | 3.0083 | 1.4065 | 1.3141 | 1.7796 | 0.8633 |
Largest Winning Trade | 225463 | 225463 | 51432 | 299492 | 299492 | 84412 |
Largest Losing Trade | -68162 | -46882 | -68162 | -150121 | -150121 | -124438 |
Avg Bars in Trades | 110 | 125 | 95 | 110 | 125 | 95 |
Avg Bars in Winners | 131 | 126 | 135 | 131 | 126 | 135 |
Avg Bars in Losers | 93 | 125 | 63 | 93 | 125 | 63 |
Bars Traded | 6946 | 3897 | 3049 | 6946 | 3897 | 3049 |
Profit Streak | 114.6654 | 187.6654 | 114.6654 | 114.6654 | 187.6654 | 114.6654 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141296 | 401208 | -456513 | -528787 | -103903 | -582677 |
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 233, "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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