Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1588002.7903 | 1487914.5007 | 100088.2896 | 72235389.0396 | 90000188.2605 | -17764799.2209 |
Total P&L (%) | 1588.0028 | 1487.9145 | 100.0883 | 72235.389 | 90000.1883 | -17764.7992 |
Avg Daily Profit (%) | 0.7624 | 0.7144 | 0.0481 | 0.3166 | 0.3272 | 0 |
Buy And Hold Return (%) | 9496.9621 | 9496.9621 | 9496.9621 | 9496.9621 | 9496.9621 | 9496.9621 |
Max Trade Drawdown | -91539 | -77331 | -111080 | -77476709 | -41751114 | -85108759 |
Profit Factor | 2.7325 | 4.0934 | 1.2298 | 1.17 | 1.4087 | 0.9132 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 46.3115 | 45.9016 | 46.7213 | 46.3115 | 45.9016 | 46.7213 |
Ratio Avg Win / Avg Loss | 3.1677 | 4.8244 | 1.4024 | 1.3563 | 1.6603 | 1.0414 |
Largest Winning Trade | 505997 | 505997 | 32764 | 51492002 | 51492002 | 16485955 |
Largest Losing Trade | -30507 | -29307 | -30507 | -23079037 | -18142854 | -23079037 |
Avg Bars in Trades | 100 | 126 | 74 | 100 | 126 | 74 |
Avg Bars in Winners | 135 | 174 | 97 | 135 | 174 | 97 |
Avg Bars in Losers | 70 | 86 | 53 | 70 | 86 | 53 |
Bars Traded | 24514 | 15480 | 9034 | 24514 | 15480 | 9034 |
Profit Streak | 18.5255 | 19.5255 | 0 | 18.5255 | 19.5255 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147314 | -146972 | -296362 | -24118 | 368105 | -580616 |
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{ "first_band": { "type": "jma", "factors": { "length": 237, "offset": 57 } }, "second_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 1.56207 } } }
# | 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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