Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 573154.7811 | 583073.8478 | -9919.0666 | 26779.464 | 90457.8194 | -63678.3554 |
Total P&L (%) | 573.1548 | 583.0738 | -9.9191 | 26.7795 | 90.4578 | -63.6784 |
Avg Daily Profit (%) | 0.3085 | 0.3138 | -0.0053 | 0.0128 | 0.0347 | -0.0545 |
Buy And Hold Return (%) | 85.8545 | 85.8545 | 85.8545 | 85.8545 | 85.8545 | 85.8545 |
Max Trade Drawdown | -236976 | -53375 | -246588 | -127545 | -61590 | -112828 |
Profit Factor | 1.7881 | 3.3685 | 0.9794 | 1.0648 | 1.5947 | 0.7563 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 46.875 | 53.125 | 40.625 | 46.875 | 53.125 | 40.625 |
Ratio Avg Win / Avg Loss | 2.0265 | 2.9722 | 1.4314 | 1.2067 | 1.4071 | 1.1054 |
Largest Winning Trade | 192723 | 192723 | 79369 | 56882 | 56882 | 50678 |
Largest Losing Trade | -83810 | -53375 | -83810 | -61590 | -61590 | -30643 |
Avg Bars in Trades | 82 | 75 | 90 | 82 | 75 | 90 |
Avg Bars in Winners | 114 | 85 | 152 | 114 | 85 | 152 |
Avg Bars in Losers | 54 | 63 | 47 | 54 | 63 | 47 |
Bars Traded | 5294 | 2414 | 2880 | 5294 | 2414 | 2880 |
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 | -132575 | 564674 | -582789 | -635547 | -293404 | -582789 |
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{ "first_band": { "type": "jma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 2.53132 } } }
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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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