Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380250.689 | 288873.957 | 91376.732 | 208665.4636 | 90462.3737 | 118203.0899 |
Total P&L (%) | 380.2507 | 288.874 | 91.3767 | 208.6655 | 90.4624 | 118.2031 |
Avg Daily Profit (%) | 0.2038 | 0.1548 | 0.049 | 0.0604 | 0.0345 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113111 | -91853 | -72503 | -693582 | -537910 | -348125 |
Profit Factor | 1.7463 | 2.1667 | 1.3489 | 1.0895 | 1.0683 | 1.1174 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 59.0164 | 61.2903 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.2127 | 1.3684 | 1.0315 | 0.7566 | 0.6747 | 0.8544 |
Largest Winning Trade | 111809 | 111809 | 55897 | 448901 | 448901 | 181618 |
Largest Losing Trade | -45993 | -41793 | -45993 | -388665 | -388665 | -348125 |
Avg Bars in Trades | 115 | 90 | 141 | 115 | 90 | 141 |
Avg Bars in Winners | 128 | 84 | 177 | 128 | 84 | 177 |
Avg Bars in Losers | 96 | 98 | 94 | 96 | 98 | 94 |
Bars Traded | 7032 | 2797 | 4235 | 7032 | 2797 | 4235 |
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 | -154977 | 420099 | -126305 | -400861 | -292447 | -229324 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 243, "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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