Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 669671.3728 | 634836.5476 | 34834.8252 | 705408.0834 | 965401.3158 | -259993.2324 |
Total P&L (%) | 669.6714 | 634.8365 | 34.8348 | 705.4081 | 965.4013 | -259.9932 |
Avg Daily Profit (%) | 0.2678 | 0.2539 | 0.0139 | 0.0835 | 0.0947 | 0 |
Buy And Hold Return (%) | 208.4233 | 208.4233 | 208.4233 | 208.4233 | 208.4233 | 208.4233 |
Max Trade Drawdown | -79398 | -65230 | -42453 | -1415038 | -1271649 | -857416 |
Profit Factor | 2.1548 | 2.7506 | 1.1604 | 1.101 | 1.2132 | 0.894 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 44.9438 | 45.4545 | 44.4444 | 44.9438 | 45.4545 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6397 | 3.3007 | 1.4504 | 1.3488 | 1.4558 | 1.1175 |
Largest Winning Trade | 397399 | 397399 | 51475 | 1540981 | 1540981 | 600080 |
Largest Losing Trade | -34979 | -34979 | -24821 | -596135 | -596135 | -405703 |
Avg Bars in Trades | 52 | 89 | 17 | 52 | 89 | 17 |
Avg Bars in Winners | 77 | 130 | 23 | 77 | 130 | 23 |
Avg Bars in Losers | 32 | 54 | 12 | 32 | 54 | 12 |
Bars Traded | 4697 | 3924 | 773 | 4697 | 3924 | 773 |
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 | 290373 | 322827 | -385959 | -195000 | -69988 | -580928 |
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{ "first_band": { "type": "jma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.47532 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.47532 } } }
# | 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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