Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452146.2378 | 391381.2859 | 60764.9519 | 1031311.4572 | 843275.452 | 188036.0052 |
Total P&L (%) | 452.1462 | 391.3813 | 60.765 | 1031.3115 | 843.2755 | 188.036 |
Avg Daily Profit (%) | 0.3203 | 0.2772 | 0.043 | 0.172 | 0.1591 | 0.075 |
Buy And Hold Return (%) | 23.373 | 23.373 | 23.373 | 23.373 | 23.373 | 23.373 |
Max Trade Drawdown | -115360 | -112994 | -17474 | -460074 | -528856 | -67725 |
Profit Factor | 2.2904 | 2.3227 | 2.1153 | 1.8853 | 1.8464 | 2.1153 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 69.3333 | 72.973 | 65.7895 | 69.3333 | 72.973 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.0131 | 0.8603 | 1.0999 | 0.8339 | 0.6838 | 1.1 |
Largest Winning Trade | 60526 | 60526 | 9869 | 236940 | 236940 | 70794 |
Largest Losing Trade | -72030 | -72030 | -16363 | -298498 | -298498 | -54223 |
Avg Bars in Trades | 100 | 198 | 4 | 100 | 198 | 4 |
Avg Bars in Winners | 44 | 82 | 3 | 44 | 82 | 3 |
Avg Bars in Losers | 225 | 511 | 5 | 225 | 511 | 5 |
Bars Traded | 7509 | 7339 | 170 | 7509 | 7339 | 170 |
Profit Streak | 600.1117 | 718.7783 | 600.1117 | 600.1117 | 718.7783 | 600.1117 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45212 | 514936 | -132304 | -48511 | 460494 | -86277 |
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{ "first_band": { "type": "jma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 2.82593 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 168, "offset": 0, "std": 2.82593 } } }
# | 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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