Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568664.7974 | 426781.2162 | 141883.5812 | -22060.5057 | 1106510.7503 | -1128571.256 |
Total P&L (%) | 568.6648 | 426.7812 | 141.8836 | -22.0605 | 1106.5108 | -1128.5713 |
Avg Daily Profit (%) | 0.299 | 0.2244 | 0.0746 | -0.0131 | 0.131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163491 | -65267 | -158730 | -969494 | -148648 | -1309405 |
Profit Factor | 1.8207 | 2.3023 | 1.3885 | 0.9897 | 3.2237 | 0.3125 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 59.3407 | 65.2174 | 53.3333 | 59.3407 | 65.2174 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2475 | 1.2279 | 1.215 | 0.6781 | 1.7193 | 0.2735 |
Largest Winning Trade | 120669 | 120669 | 66568 | 291830 | 291830 | 74488 |
Largest Losing Trade | -97272 | -43872 | -97272 | -581409 | -148648 | -581409 |
Avg Bars in Trades | 81 | 59 | 102 | 81 | 59 | 102 |
Avg Bars in Winners | 97 | 58 | 146 | 97 | 58 | 146 |
Avg Bars in Losers | 57 | 63 | 52 | 57 | 63 | 52 |
Bars Traded | 7383 | 2759 | 4624 | 7383 | 2759 | 4624 |
Profit Streak | 0 | 0 | 588.5828 | 0 | 0 | 588.5828 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456497 | 473332 | -91262 | -579324 | -9492 | -579321 |
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 114, "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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