Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389019.0554 | 386111.663 | 2907.3923 | -15360.6925 | 97902.2712 | -113262.9637 |
Total P&L (%) | 389.0191 | 386.1117 | 2.9074 | -15.3607 | 97.9023 | -113.263 |
Avg Daily Profit (%) | 0.2404 | 0.2386 | 0.0018 | -0.0103 | 0.0422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -300990 | -293567 | -86215 | -1810884 | -1673133 | -455877 |
Profit Factor | 1.3805 | 1.565 | 1.0086 | 0.9965 | 1.0326 | 0.9179 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Profitability (%) | 41.7062 | 40 | 43.3962 | 41.7062 | 40 | 43.3962 |
Ratio Avg Win / Avg Loss | 1.9296 | 2.3476 | 1.3155 | 1.3928 | 1.5489 | 1.1973 |
Largest Winning Trade | 281752 | 281752 | 42149 | 680434 | 680434 | 244983 |
Largest Losing Trade | -47555 | -47555 | -20394 | -780525 | -780525 | -138146 |
Avg Bars in Trades | 90 | 158 | 23 | 90 | 158 | 23 |
Avg Bars in Winners | 94 | 168 | 26 | 94 | 168 | 26 |
Avg Bars in Losers | 87 | 151 | 20 | 87 | 151 | 20 |
Bars Traded | 19075 | 16606 | 2469 | 19075 | 16606 | 2469 |
Profit Streak | 497.8925 | 498.0592 | 497.8925 | 497.8925 | 498.0592 | 497.8925 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305755 | 258726 | -569257 | -580271 | -323655 | -581089 |
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{ "first_band": { "type": "jma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 1.41361 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 1.41361 } } }
# | 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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