Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442426.0818 | 1352299.205 | 90126.8768 | 48997558.832 | 34663520.986 | 14334037.846 |
Total P&L (%) | 1442.4261 | 1352.2992 | 90.1269 | 48997.5588 | 34663.521 | 14334.0378 |
Avg Daily Profit (%) | 0.6382 | 0.5984 | 0.0399 | 0.2746 | 0.2592 | 0.2203 |
Buy And Hold Return (%) | 8203.0201 | 8203.0201 | 8203.0201 | 8203.0201 | 8203.0201 | 8203.0201 |
Max Trade Drawdown | -98236 | -101067 | -92414 | -19932385 | -22070364 | -10270253 |
Profit Factor | 2.2546 | 3.3303 | 1.1583 | 1.5186 | 1.6787 | 1.3302 |
Total Trades | 347 | 173 | 174 | 347 | 173 | 174 |
Winning Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Losing Trades | 189 | 96 | 93 | 189 | 96 | 93 |
Profitability (%) | 45.5331 | 44.5087 | 46.5517 | 45.5331 | 44.5087 | 46.5517 |
Ratio Avg Win / Avg Loss | 2.697 | 4.152 | 1.3299 | 1.8166 | 2.093 | 1.5273 |
Largest Winning Trade | 421796 | 421796 | 41906 | 23338808 | 23338808 | 6037690 |
Largest Losing Trade | -53865 | -40516 | -53865 | -9180595 | -9180595 | -4899742 |
Avg Bars in Trades | 12 | 18 | 7 | 12 | 18 | 7 |
Avg Bars in Winners | 16 | 24 | 8 | 16 | 24 | 8 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 4426 | 3204 | 1222 | 4426 | 3204 | 1222 |
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 | -149347 | -149475 | -352531 | 391549 | 295039 | 11172 |
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{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 2.75265 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 2.75265 } } }
# | 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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