Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187292.4935 | 131384.2733 | 55908.2202 | 57591.0402 | 42694.5227 | 14896.5175 |
Total P&L (%) | 187.2925 | 131.3843 | 55.9082 | 57.591 | 42.6945 | 14.8965 |
Avg Daily Profit (%) | 0.1798 | 0.1261 | 0.0537 | 0.0437 | 0.0341 | 0.0133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74685 | -55730 | -76189 | -136207 | -138932 | -109265 |
Profit Factor | 1.2431 | 1.3766 | 1.1326 | 1.05 | 1.0802 | 1.0241 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 134 | 64 | 70 | 134 | 64 | 70 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 53.3865 | 51.2 | 55.5556 | 53.3865 | 51.2 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0854 | 1.3121 | 0.9061 | 0.9168 | 1.0295 | 0.8193 |
Largest Winning Trade | 37066 | 37066 | 21003 | 51178 | 51178 | 38416 |
Largest Losing Trade | -49007 | -32742 | -49007 | -74452 | -74452 | -73276 |
Avg Bars in Trades | 97 | 100 | 93 | 97 | 100 | 93 |
Avg Bars in Winners | 97 | 106 | 89 | 97 | 106 | 89 |
Avg Bars in Losers | 96 | 95 | 98 | 96 | 95 | 98 |
Bars Traded | 24362 | 12615 | 11747 | 24362 | 12615 | 11747 |
Profit Streak | 0 | 34.1314 | 0 | 0 | 34.1314 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321717 | -23157 | -198017 | -300803 | -280680 | -383670 |
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{ "first_band": { "type": "jma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "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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