Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1421626.802 | 1448533.1676 | -26906.3656 | 217350.0444 | 317666.1443 | -100316.0999 |
Total P&L (%) | 1421.6268 | 1448.5332 | -26.9064 | 217.35 | 317.6661 | -100.3161 |
Avg Daily Profit (%) | 0.7944 | 0.8094 | -0.015 | 0.0645 | 0.0799 | 0 |
Buy And Hold Return (%) | 435.9296 | 435.9296 | 435.9296 | 435.9296 | 435.9296 | 435.9296 |
Max Trade Drawdown | -144706 | -146684 | -152553 | -581819 | -495231 | -354259 |
Profit Factor | 3.1794 | 6.2708 | 0.9287 | 1.1315 | 1.3976 | 0.8825 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 3.6034 | 6.2708 | 1.1941 | 1.2824 | 1.3976 | 1.1346 |
Largest Winning Trade | 1230540 | 1230540 | 71534 | 563147 | 563147 | 145958 |
Largest Losing Trade | -65258 | -38568 | -65258 | -233932 | -215735 | -233932 |
Avg Bars in Trades | 82 | 68 | 96 | 82 | 68 | 96 |
Avg Bars in Winners | 125 | 92 | 162 | 125 | 92 | 162 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 5271 | 2184 | 3087 | 5271 | 2184 | 3087 |
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 | -128400 | 678452 | -581574 | -493086 | -251392 | -581574 |
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 2.13242 } }, "second_band": { "type": "jma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 2.13242 } }, "second_band": { "type": "jma", "factors": { "length": 67, "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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