Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787588.5739 | 678812.5262 | 108776.0477 | 1447321.9531 | -518761.3261 | 1966083.2792 |
Total P&L (%) | 787.5886 | 678.8125 | 108.776 | 1447.322 | -518.7613 | 1966.0833 |
Avg Daily Profit (%) | 0.4262 | 0.3674 | 0.0589 | 0.1484 | 0 | 0.164 |
Buy And Hold Return (%) | 70.491 | 70.491 | 70.491 | 70.491 | 70.491 | 70.491 |
Max Trade Drawdown | -122155 | -138857 | -48677 | -4729361 | -5098721 | -1459799 |
Profit Factor | 1.6882 | 1.958 | 1.2496 | 1.047 | 0.9735 | 1.1756 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 142 | 64 | 78 | 142 | 64 | 78 |
Losing Trades | 190 | 102 | 88 | 190 | 102 | 88 |
Profitability (%) | 42.7711 | 38.5542 | 46.988 | 42.7711 | 38.5542 | 46.988 |
Ratio Avg Win / Avg Loss | 2.2589 | 3.1206 | 1.4098 | 1.4009 | 1.5516 | 1.3263 |
Largest Winning Trade | 347676 | 347676 | 30595 | 1956802 | 1956802 | 835256 |
Largest Losing Trade | -31055 | -27572 | -31055 | -1142805 | -1013251 | -1142805 |
Avg Bars in Trades | 21 | 34 | 8 | 21 | 34 | 8 |
Avg Bars in Winners | 27 | 45 | 11 | 27 | 45 | 11 |
Avg Bars in Losers | 17 | 27 | 6 | 17 | 27 | 6 |
Bars Traded | 7247 | 5780 | 1467 | 7247 | 5780 | 1467 |
Profit Streak | 0 | 0 | 14.7776 | 0 | 0 | 14.7776 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445410 | 325816 | -124464 | -164212 | -582137 | -19670 |
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{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 4.12812 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 4.12812 } } }
# | 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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