Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331109.4888 | 401130.2423 | -70020.7534 | -73588.5199 | 87842.8366 | -161431.3565 |
Total P&L (%) | 331.1095 | 401.1302 | -70.0208 | -73.5885 | 87.8428 | -161.4314 |
Avg Daily Profit (%) | 0.1674 | 0.2028 | -0.0354 | -0.0673 | 0.0319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96304 | -112111 | -246695 | -86906 | -49427 | -201709 |
Profit Factor | 1.4689 | 2.4514 | 0.8371 | 0.8149 | 1.6946 | 0.4047 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 42.029 | 44.1176 | 40 | 42.029 | 44.1176 | 40 |
Ratio Avg Win / Avg Loss | 2.026 | 3.1051 | 1.2556 | 1.1241 | 2.1465 | 0.607 |
Largest Winning Trade | 210316 | 210316 | 72378 | 51286 | 51286 | 20991 |
Largest Losing Trade | -74643 | -54541 | -74643 | -75429 | -30040 | -75429 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Losers | 42 | 61 | 24 | 42 | 61 | 24 |
Bars Traded | 3459 | 2006 | 1453 | 3459 | 2006 | 1453 |
Profit Streak | 479.9261 | 0 | 563.9261 | 479.9261 | 0 | 563.9261 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99223 | 360428 | -582050 | -687904 | -149385 | -583717 |
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{ "first_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 127, "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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