Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659988.7142 | 460034.3717 | 199954.3425 | 1794380.6491 | 84910.9765 | 1709469.6726 |
Total P&L (%) | 659.9887 | 460.0344 | 199.9543 | 1794.3806 | 84.911 | 1709.4697 |
Avg Daily Profit (%) | 0.3469 | 0.2418 | 0.1051 | 0.1547 | 0.0323 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78496 | -105718 | -72833 | -2182252 | -2229916 | -1538205 |
Profit Factor | 2.0209 | 2.2476 | 1.72 | 1.162 | 1.0123 | 1.4116 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 47.1698 | 43.3962 | 50.9434 | 47.1698 | 43.3962 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.2635 | 2.9316 | 1.6563 | 1.3015 | 1.3203 | 1.3593 |
Largest Winning Trade | 198595 | 198595 | 64029 | 1336748 | 1336748 | 1062586 |
Largest Losing Trade | -37054 | -35242 | -37054 | -1381480 | -1381480 | -716080 |
Avg Bars in Trades | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Winners | 72 | 62 | 81 | 72 | 62 | 81 |
Avg Bars in Losers | 33 | 42 | 22 | 33 | 42 | 22 |
Bars Traded | 5491 | 2703 | 2788 | 5491 | 2703 | 2788 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443359 | -170366 | -229332 | -35475 | -539372 | -171537 |
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{ "first_band": { "type": "jma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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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