Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839130.2974 | 825171.9251 | 13958.3723 | 14344043.6779 | 14084328.3547 | 259715.3232 |
Total P&L (%) | 839.1303 | 825.1719 | 13.9584 | 14344.0437 | 14084.3284 | 259.7153 |
Avg Daily Profit (%) | 0.4482 | 0.4407 | 0.0075 | 0.266 | 0.265 | 0.0684 |
Buy And Hold Return (%) | 4485.9888 | 4485.9888 | 4485.9888 | 4485.9888 | 4485.9888 | 4485.9888 |
Max Trade Drawdown | -148516 | -163212 | -46520 | -14375852 | -14770353 | -2934682 |
Profit Factor | 3.4191 | 4.4115 | 1.1329 | 1.5621 | 1.6693 | 1.058 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 71.6418 | 75.7576 | 67.6471 | 71.6418 | 75.7576 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.3534 | 1.4117 | 0.5418 | 0.6183 | 0.5342 | 0.506 |
Largest Winning Trade | 178618 | 178618 | 17049 | 10294297 | 10294297 | 1190195 |
Largest Losing Trade | -66198 | -66198 | -21391 | -6790025 | -6790025 | -1282890 |
Avg Bars in Trades | 76 | 149 | 6 | 76 | 149 | 6 |
Avg Bars in Winners | 56 | 102 | 5 | 56 | 102 | 5 |
Avg Bars in Losers | 129 | 293 | 9 | 129 | 293 | 9 |
Bars Traded | 5145 | 4918 | 227 | 5145 | 4918 | 227 |
Profit Streak | 137.0336 | 140.0336 | 137.0336 | 137.0336 | 140.0336 | 137.0336 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267002 | -145155 | -421095 | -111126 | 369559 | -422267 |
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{ "first_band": { "type": "jma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 2.37769 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 67, "offset": 0, "std": 2.37769 } } }
# | 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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