Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698512.5412 | 675062.7222 | 23449.8191 | 593885.0134 | 1351985.706 | -758100.6926 |
Total P&L (%) | 698.5125 | 675.0627 | 23.4498 | 593.885 | 1351.9857 | -758.1007 |
Avg Daily Profit (%) | 0.3841 | 0.3712 | 0.0129 | 0.1066 | 0.1472 | 0 |
Buy And Hold Return (%) | 182.4528 | 182.4528 | 182.4528 | 182.4528 | 182.4528 | 182.4528 |
Max Trade Drawdown | -129479 | -68314 | -81596 | -1794025 | -937076 | -1136676 |
Profit Factor | 2.3041 | 3.5012 | 1.0882 | 1.1551 | 1.7128 | 0.6079 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 42.8571 | 41.9355 | 43.75 | 42.8571 | 41.9355 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0721 | 4.8478 | 1.3992 | 1.5401 | 2.3716 | 0.7816 |
Largest Winning Trade | 308167 | 308167 | 64382 | 1257299 | 1257299 | 330485 |
Largest Losing Trade | -35341 | -31924 | -35341 | -588868 | -502328 | -588868 |
Avg Bars in Trades | 165 | 145 | 184 | 165 | 145 | 184 |
Avg Bars in Winners | 227 | 173 | 278 | 227 | 173 | 278 |
Avg Bars in Losers | 118 | 125 | 112 | 118 | 125 | 112 |
Bars Traded | 10422 | 4505 | 5917 | 10422 | 4505 | 5917 |
Profit Streak | 21.8766 | 44.0433 | 21.8766 | 21.8766 | 44.0433 | 21.8766 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141384 | 399090 | -466766 | -255020 | 163760 | -582691 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 141, "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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