Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668123.1656 | 671200.1833 | -3077.0177 | 492987.3893 | 2980188.4567 | -2487201.0673 |
Total P&L (%) | 668.1232 | 671.2002 | -3.077 | 492.9874 | 2980.1885 | -2487.2011 |
Avg Daily Profit (%) | 0.3091 | 0.3105 | -0.0014 | 0.0824 | 0.1587 | 0 |
Buy And Hold Return (%) | 405.0336 | 405.0336 | 405.0336 | 405.0336 | 405.0336 | 405.0336 |
Max Trade Drawdown | -194507 | -117206 | -172221 | -5547062 | -3686130 | -4271561 |
Profit Factor | 2.1985 | 3.8302 | 0.9904 | 1.0389 | 1.4728 | 0.6089 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 49.1228 | 55.1724 | 42.8571 | 49.1228 | 55.1724 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.277 | 3.1121 | 1.3205 | 1.076 | 1.1966 | 0.8119 |
Largest Winning Trade | 226099 | 226099 | 67892 | 2588107 | 2588107 | 1152182 |
Largest Losing Trade | -63421 | -42115 | -63421 | -2135290 | -2135290 | -1133492 |
Avg Bars in Trades | 147 | 145 | 149 | 147 | 145 | 149 |
Avg Bars in Winners | 216 | 198 | 239 | 216 | 198 | 239 |
Avg Bars in Losers | 80 | 79 | 81 | 80 | 79 | 81 |
Bars Traded | 8392 | 4206 | 4186 | 8392 | 4206 | 4186 |
Profit Streak | 0 | 0 | 76.1472 | 0 | 0 | 76.1472 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175913 | 264961 | -602386 | -538735 | 339830 | -604053 |
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 121, "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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