Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916525.5147 | 826483.0898 | 90042.4249 | 3175509.2597 | 2356757.4207 | 818751.8391 |
Total P&L (%) | 916.5255 | 826.4831 | 90.0424 | 3175.5093 | 2356.7574 | 818.7518 |
Avg Daily Profit (%) | 0.4964 | 0.4476 | 0.0488 | 0.1891 | 0.1735 | 0.1202 |
Buy And Hold Return (%) | 121.2585 | 121.2585 | 121.2585 | 121.2585 | 121.2585 | 121.2585 |
Max Trade Drawdown | -137130 | -92698 | -101261 | -3493092 | -2041770 | -2423890 |
Profit Factor | 2.1815 | 3.2547 | 1.2201 | 1.2764 | 1.4656 | 1.1274 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Profitability (%) | 41.3223 | 45.9016 | 36.6667 | 41.3223 | 45.9016 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.0978 | 3.8359 | 2.1074 | 1.8125 | 1.7273 | 1.9473 |
Largest Winning Trade | 363508 | 363508 | 78491 | 2123847 | 1409003 | 2123847 |
Largest Losing Trade | -36904 | -30293 | -36904 | -706041 | -588158 | -706041 |
Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Winners | 108 | 98 | 121 | 108 | 98 | 121 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 7239 | 3520 | 3719 | 7239 | 3520 | 3719 |
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 | 420035 | -147021 | -467502 | 213906 | -153255 | -286261 |
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{ "first_band": { "type": "jma", "factors": { "length": 23, "offset": 71 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 1.52526 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 23, "offset": 71 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 1.52526 } } }
# | 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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