Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60746.3031 | 5128.148 | 55618.155 | 59375.4234 | 6682.4982 | 52692.9252 |
Total P&L (%) | 60.7463 | 5.1281 | 55.6182 | 59.3754 | 6.6825 | 52.6929 |
Avg Daily Profit (%) | 0.4299 | 0.0363 | 0.3936 | 0.3304 | 0.0458 | 0.3 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26343 | -26830 | -18329 | -24538 | -23871 | -15607 |
Profit Factor | 1.4716 | 1.0797 | 1.8627 | 1.5028 | 1.1154 | 1.8752 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.8095 | 45.2381 | 52.381 | 48.8095 | 45.2381 | 52.381 |
Ratio Avg Win / Avg Loss | 1.5434 | 1.307 | 1.6934 | 1.5761 | 1.3503 | 1.7047 |
Largest Winning Trade | 25917 | 25917 | 21317 | 24947 | 23451 | 24947 |
Largest Losing Trade | -9587 | -9587 | -9407 | -10007 | -8626 | -10007 |
Avg Bars in Trades | 76 | 61 | 91 | 76 | 61 | 91 |
Avg Bars in Winners | 68 | 57 | 78 | 68 | 57 | 78 |
Avg Bars in Losers | 84 | 65 | 107 | 84 | 65 | 107 |
Bars Traded | 6457 | 2594 | 3863 | 6457 | 2594 | 3863 |
Profit Streak | 0 | 397.4811 | 0 | 0 | 397.4811 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331223 | -445262 | 375497 | 304171 | -393304 | 340539 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 241, "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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