Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111243.5554 | 110285.771 | 957.7844 | 50430.1853 | 30051.5472 | 20378.6381 |
Total P&L (%) | 111.2436 | 110.2858 | 0.9578 | 50.4302 | 30.0515 | 20.3786 |
Avg Daily Profit (%) | 0.2136 | 0.2118 | 0.0018 | 0.0784 | 0.0505 | 0.0356 |
Buy And Hold Return (%) | 17.463 | 17.463 | 17.463 | 17.463 | 17.463 | 17.463 |
Max Trade Drawdown | -69818 | -75261 | -13654 | -171032 | -173596 | -20044 |
Profit Factor | 1.4881 | 1.6016 | 1.0215 | 1.1433 | 1.1036 | 1.3298 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Profitability (%) | 50.7042 | 62.8571 | 38.8889 | 50.7042 | 62.8571 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.4468 | 0.9464 | 1.6052 | 1.1116 | 0.6521 | 2.0897 |
Largest Winning Trade | 98063 | 98063 | 12102 | 96216 | 96216 | 30113 |
Largest Losing Trade | -38738 | -38738 | -4435 | -106076 | -106076 | -8463 |
Avg Bars in Trades | 321 | 635 | 16 | 321 | 635 | 16 |
Avg Bars in Winners | 260 | 414 | 18 | 260 | 414 | 18 |
Avg Bars in Losers | 384 | 1008 | 15 | 384 | 1008 | 15 |
Bars Traded | 22840 | 22243 | 597 | 22840 | 22243 | 597 |
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 | -83204 | 309849 | -556257 | -246049 | -241401 | -262387 |
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{ "first_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.68097 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 1.68097 } } }
# | 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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