Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917435.2824 | 812032.7772 | 105402.5052 | 9716195.5048 | 10406326.4224 | -690130.9176 |
Total P&L (%) | 917.4353 | 812.0328 | 105.4025 | 9716.1955 | 10406.3264 | -690.1309 |
Avg Daily Profit (%) | 0.3669 | 0.3248 | 0.0422 | 0.1836 | 0.1863 | 0 |
Buy And Hold Return (%) | 727.6064 | 727.6064 | 727.6064 | 727.6064 | 727.6064 | 727.6064 |
Max Trade Drawdown | -89344 | -49016 | -63492 | -4700679 | -3190685 | -3238458 |
Profit Factor | 2.5519 | 3.7193 | 1.3603 | 1.5718 | 2.2101 | 0.9178 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 48.6726 | 48.2143 | 49.1228 | 48.6726 | 48.2143 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.6911 | 3.9948 | 1.4089 | 1.6576 | 2.3738 | 0.9505 |
Largest Winning Trade | 363927 | 363927 | 51833 | 7717459 | 7717459 | 1110429 |
Largest Losing Trade | -30064 | -26206 | -30064 | -1416636 | -1356629 | -1416636 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 88 | 92 | 85 | 88 | 92 | 85 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 7302 | 3576 | 3726 | 7302 | 3576 | 3726 |
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 | -70496 | -294468 | -482321 | 379359 | -168623 | -761174 |
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{ "first_band": { "type": "linreg", "factors": { "length": 120, "offset": 16 } }, "second_band": { "type": "jma", "factors": { "length": 62, "offset": 0 } } }
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# | 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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