Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908974.8421 | 787507.1603 | 121467.6817 | 13681364.5175 | 14652845.1338 | -971480.6163 |
Total P&L (%) | 908.9748 | 787.5072 | 121.4677 | 13681.3645 | 14652.8451 | -971.4806 |
Avg Daily Profit (%) | 0.3635 | 0.315 | 0.0486 | 0.1972 | 0.1999 | 0 |
Buy And Hold Return (%) | 798.1253 | 798.1253 | 798.1253 | 798.1253 | 798.1253 | 798.1253 |
Max Trade Drawdown | -76864 | -52347 | -74082 | -3752288 | -2150178 | -5760746 |
Profit Factor | 3.1632 | 6.3804 | 1.4436 | 1.9792 | 4.1113 | 0.8951 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.1632 | 6.3804 | 1.4436 | 1.9792 | 4.1113 | 0.8951 |
Largest Winning Trade | 288846 | 288846 | 52533 | 8134494 | 8134494 | 1883450 |
Largest Losing Trade | -51112 | -21210 | -51112 | -3573004 | -923128 | -3573004 |
Avg Bars in Trades | 93 | 85 | 102 | 93 | 85 | 102 |
Avg Bars in Winners | 119 | 102 | 136 | 119 | 102 | 136 |
Avg Bars in Losers | 68 | 68 | 67 | 68 | 68 | 67 |
Bars Traded | 7137 | 3248 | 3889 | 7137 | 3248 | 3889 |
Profit Streak | 156.0253 | 156.0253 | 233.0253 | 156.0253 | 156.0253 | 233.0253 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159483 | -147251 | -291479 | -40621 | 581679 | -579409 |
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{ "first_band": { "type": "jma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.31051 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.31051 } } }
# | 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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