Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250031.1452 | 193823.8114 | 56207.3338 | -167687.2433 | -33154.3979 | -134532.8454 |
Total P&L (%) | 250.0311 | 193.8238 | 56.2073 | -167.6872 | -33.1544 | -134.5328 |
Avg Daily Profit (%) | 0.1574 | 0.122 | 0.0354 | 0 | -0.0254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106766 | -73508 | -76519 | -204407 | -150468 | -131079 |
Profit Factor | 1.3578 | 1.6699 | 1.1373 | 0.7448 | 0.8686 | 0.6677 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 27 | 31 | 27 | 16 | 11 |
Losing Trades | 28 | 16 | 12 | 59 | 27 | 32 |
Profitability (%) | 67.4419 | 62.7907 | 72.093 | 31.3953 | 37.2093 | 25.5814 |
Ratio Avg Win / Avg Loss | 0.6555 | 0.9896 | 0.4402 | 1.6276 | 1.4658 | 1.9425 |
Largest Winning Trade | 77686 | 77686 | 38116 | 81716 | 70046 | 81716 |
Largest Losing Trade | -127948 | -48129 | -127948 | -127948 | -44915 | -127948 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 29 | 27 | 30 | 46 | 45 | 49 |
Avg Bars in Losers | 48 | 45 | 53 | 30 | 27 | 32 |
Bars Traded | 3045 | 1477 | 1568 | 3045 | 1477 | 1568 |
Profit Streak | 109.6873 | 109.6873 | 113.6873 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366728 | -27064 | -213855 | -585005 | -584034 | -605201 |
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{ "first_band": { "type": "linreg", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 101, "offset": 0 } } }
# | 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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