Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336170.1847 | 206198.4201 | 129971.7647 | 517660.3352 | 165256.6869 | 352403.6482 |
Total P&L (%) | 336.1702 | 206.1984 | 129.9718 | 517.6603 | 165.2567 | 352.4036 |
Avg Daily Profit (%) | 0.3227 | 0.198 | 0.1248 | 0.1749 | 0.0937 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88012 | -44715 | -65638 | -412292 | -367405 | -399056 |
Profit Factor | 1.4981 | 1.6434 | 1.3667 | 1.1846 | 1.1151 | 1.2576 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 52.3585 | 48.1132 | 56.6038 | 52.3585 | 48.1132 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.3631 | 1.7723 | 1.0478 | 1.0779 | 1.2026 | 0.9641 |
Largest Winning Trade | 44135 | 44135 | 30087 | 200873 | 148659 | 200873 |
Largest Losing Trade | -50402 | -33249 | -50402 | -368254 | -240989 | -368254 |
Avg Bars in Trades | 113 | 122 | 103 | 113 | 122 | 103 |
Avg Bars in Winners | 110 | 115 | 106 | 110 | 115 | 106 |
Avg Bars in Losers | 116 | 129 | 100 | 116 | 129 | 100 |
Bars Traded | 24030 | 13034 | 10996 | 24030 | 13034 | 10996 |
Profit Streak | 20.7558 | 44.0058 | 20.7558 | 20.7558 | 44.0058 | 20.7558 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462532 | 403412 | -24815 | -6738 | -161301 | -168 |
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{ "first_band": { "type": "jma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 239, "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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