Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711367.2593 | 502767.434 | 208599.8253 | 3564267.6864 | 1158399.3995 | 2405868.2869 |
Total P&L (%) | 711.3673 | 502.7674 | 208.5998 | 3564.2677 | 1158.3994 | 2405.8683 |
Avg Daily Profit (%) | 0.374 | 0.2643 | 0.1097 | 0.1895 | 0.1332 | 0.1695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101467 | -107197 | -160655 | -2545507 | -2309637 | -902580 |
Profit Factor | 1.932 | 2.4062 | 1.5142 | 1.4815 | 1.2668 | 1.7863 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 46.4052 | 41.5584 | 51.3158 | 46.4052 | 41.5584 | 51.3158 |
Ratio Avg Win / Avg Loss | 2.2314 | 3.3837 | 1.4365 | 1.7111 | 1.7814 | 1.6947 |
Largest Winning Trade | 220072 | 220072 | 59744 | 2151059 | 2151059 | 1521233 |
Largest Losing Trade | -43186 | -18770 | -43186 | -844245 | -844245 | -503926 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 73 | 66 | 79 | 73 | 66 | 79 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 7419 | 3376 | 4042 | 7419 | 3376 | 4042 |
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 | 453523 | -32069 | -94469 | 347628 | -58993 | -38122 |
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 4.37808 } }, "second_band": { "type": "jma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 4.37808 } }, "second_band": { "type": "jma", "factors": { "length": 43, "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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