Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220607.5545 | 1113246.9301 | 107360.6244 | 6918149.6189 | 16051403.5535 | -9133253.9345 |
Total P&L (%) | 1220.6076 | 1113.2469 | 107.3606 | 6918.1496 | 16051.4036 | -9133.2539 |
Avg Daily Profit (%) | 0.5569 | 0.5079 | 0.049 | 0.1942 | 0.2323 | 0 |
Buy And Hold Return (%) | 637.0166 | 637.0166 | 637.0166 | 637.0166 | 637.0166 | 637.0166 |
Max Trade Drawdown | -114326 | -75294 | -97772 | -19875175 | -9241935 | -20185457 |
Profit Factor | 2.5957 | 3.6688 | 1.3087 | 1.0974 | 1.4448 | 0.7388 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 52.4823 | 50.7042 | 54.2857 | 52.4823 | 50.7042 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.3501 | 3.5669 | 1.102 | 0.9936 | 1.4047 | 0.6222 |
Largest Winning Trade | 416409 | 416409 | 71611 | 18131124 | 18131124 | 5632471 |
Largest Losing Trade | -63828 | -32611 | -63828 | -11489145 | -6229289 | -11489145 |
Avg Bars in Trades | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Winners | 105 | 104 | 105 | 105 | 104 | 105 |
Avg Bars in Losers | 76 | 80 | 71 | 76 | 80 | 71 |
Bars Traded | 12885 | 6571 | 6314 | 12885 | 6571 | 6314 |
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 | 334267 | -77949 | -386757 | -106418 | -77584 | -674402 |
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{ "first_band": { "type": "sma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 156, "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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