Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882185.4445 | 846599.1202 | 35586.3243 | 1653184.3473 | 5755335.8309 | -4102151.4836 |
Total P&L (%) | 882.1854 | 846.5991 | 35.5863 | 1653.1843 | 5755.3358 | -4102.1515 |
Avg Daily Profit (%) | 0.4829 | 0.4634 | 0.0195 | 0.1569 | 0.223 | 0 |
Buy And Hold Return (%) | 630.5507 | 630.5507 | 630.5507 | 630.5507 | 630.5507 | 630.5507 |
Max Trade Drawdown | -205492 | -120424 | -115927 | -6527076 | -2769772 | -4577969 |
Profit Factor | 1.8888 | 2.6252 | 1.0755 | 1.0856 | 1.6548 | 0.6099 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 46.1111 | 43.3333 | 48.8889 | 46.1111 | 43.3333 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.2074 | 3.4329 | 1.1243 | 1.2687 | 2.1639 | 0.6376 |
Largest Winning Trade | 293011 | 293011 | 50292 | 3197334 | 3197334 | 726269 |
Largest Losing Trade | -33970 | -33970 | -31447 | -1124085 | -848091 | -1124085 |
Avg Bars in Trades | 40 | 41 | 38 | 40 | 41 | 38 |
Avg Bars in Winners | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 7216 | 3730 | 3487 | 7216 | 3730 | 3487 |
Profit Streak | 14.3562 | 24.1062 | 14.3562 | 14.3562 | 24.1062 | 14.3562 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27076 | -46246 | -470294 | -121607 | 324242 | -580931 |
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{ "first_band": { "type": "jma", "factors": { "length": 57, "offset": 25 } }, "second_band": { "type": "bbm", "factors": { "length": 50, "offset": 0, "std": 2.43762 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 57, "offset": 25 } }, "second_band": { "type": "bbm", "factors": { "length": 50, "offset": 0, "std": 2.43762 } } }
# | 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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