Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984416.5539 | 885685.5531 | 98731.0008 | 7598092.7689 | 12584765.7233 | -4986672.9544 |
Total P&L (%) | 984.4166 | 885.6856 | 98.731 | 7598.0928 | 12584.7657 | -4986.673 |
Avg Daily Profit (%) | 0.5413 | 0.487 | 0.0543 | 0.2391 | 0.2666 | 0 |
Buy And Hold Return (%) | 657.6572 | 657.6572 | 657.6572 | 657.6572 | 657.6572 | 657.6572 |
Max Trade Drawdown | -109820 | -85018 | -79095 | -16474440 | -10378805 | -12042363 |
Profit Factor | 2.1473 | 3.1653 | 1.2199 | 1.1303 | 1.461 | 0.8392 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 48.4536 | 45.3608 | 51.5464 | 48.4536 | 45.3608 | 51.5464 |
Ratio Avg Win / Avg Loss | 2.2844 | 3.8127 | 1.1467 | 1.2024 | 1.7599 | 0.7889 |
Largest Winning Trade | 250889 | 250889 | 72215 | 8459077 | 8459077 | 4216317 |
Largest Losing Trade | -39920 | -23856 | -39920 | -5956667 | -2852440 | -5956667 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Losers | 23 | 21 | 26 | 23 | 21 | 26 |
Bars Traded | 7183 | 3359 | 3824 | 7183 | 3359 | 3824 |
Profit Streak | 0 | 17.0832 | 0 | 0 | 17.0832 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 153082 | -42896 | -286704 | -68423 | 333250 | -580872 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 32, "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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