Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -401641.5534 | -6809.2911 | -394832.2624 | 2132502.655 | -613476.0044 | 2745978.6594 |
Total P&L (%) | -401.6416 | -6.8093 | -394.8323 | 2132.5027 | -613.476 | 2745.9787 |
Avg Daily Profit (%) | -0.1848 | -0.0031 | -0.1817 | 0.143 | 0 | 0.1542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -731055 | -61497 | -687818 | -892886 | -1337485 | -610806 |
Profit Factor | 0.5946 | 0.9681 | 0.4922 | 1.4713 | 0.7683 | 2.4627 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 17 | 20 | 39 | 18 | 21 |
Losing Trades | 27 | 15 | 12 | 25 | 14 | 11 |
Profitability (%) | 57.8125 | 53.125 | 62.5 | 60.9375 | 56.25 | 65.625 |
Ratio Avg Win / Avg Loss | 0.4339 | 0.8542 | 0.2953 | 0.9431 | 0.5975 | 1.29 |
Largest Winning Trade | 49101 | 49101 | 43873 | 1029909 | 310850 | 1029909 |
Largest Losing Trade | -341708 | -32587 | -341708 | -562276 | -553575 | -562276 |
Avg Bars in Trades | 130 | 74 | 185 | 130 | 74 | 185 |
Avg Bars in Winners | 98 | 46 | 141 | 111 | 50 | 163 |
Avg Bars in Losers | 173 | 107 | 257 | 158 | 105 | 226 |
Bars Traded | 8323 | 2399 | 5924 | 8323 | 2399 | 5924 |
Profit Streak | 14.6694 | 0 | 35.4194 | 14.6694 | 0 | 35.4194 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722675 | -580405 | -578647 | -143740 | -580000 | 495507 |
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{ "first_band": { "type": "bbu", "factors": { "length": 74, "offset": 0, "std": 4.17274 } }, "second_band": { "type": "jma", "factors": { "length": 72, "offset": 233 } } }
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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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