Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055001.9056 | 1130478.7942 | -75476.8887 | -12627.0098 | 2197868.7566 | -2210495.7664 |
Total P&L (%) | 1055.0019 | 1130.4788 | -75.4769 | -12.627 | 2197.8688 | -2210.4958 |
Avg Daily Profit (%) | 0.5866 | 0.6286 | -0.042 | -0.0075 | 0.1744 | 0 |
Buy And Hold Return (%) | 259.9159 | 259.9159 | 259.9159 | 259.9159 | 259.9159 | 259.9159 |
Max Trade Drawdown | -319469 | -273202 | -109751 | -8368439 | -7036294 | -2535223 |
Profit Factor | 2.1405 | 2.8975 | 0.7708 | 0.9991 | 1.2648 | 0.5764 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 38.7597 | 37.5 | 40 | 38.7597 | 37.5 | 40 |
Ratio Avg Win / Avg Loss | 3.3819 | 4.8292 | 1.1562 | 1.5785 | 2.108 | 0.8645 |
Largest Winning Trade | 806054 | 806054 | 28225 | 4665429 | 4665429 | 1120402 |
Largest Losing Trade | -39235 | -36735 | -39235 | -1970945 | -1970945 | -1442413 |
Avg Bars in Trades | 26 | 45 | 7 | 26 | 45 | 7 |
Avg Bars in Winners | 30 | 53 | 9 | 30 | 53 | 9 |
Avg Bars in Losers | 24 | 41 | 7 | 24 | 41 | 7 |
Bars Traded | 3440 | 2929 | 511 | 3440 | 2929 | 511 |
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 | 341714 | -128997 | -714680 | -581751 | -135520 | -716347 |
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{ "first_band": { "type": "jma", "factors": { "length": 128, "offset": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 4.44297 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 128, "offset": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 4.44297 } } }
# | 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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