Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1733163.9943 | 1665076.803 | 68087.1913 | 45272235.1048 | 51397295.9241 | -6125060.8192 |
Total P&L (%) | 1733.164 | 1665.0768 | 68.0872 | 45272.2351 | 51397.2959 | -6125.0608 |
Avg Daily Profit (%) | 0.9316 | 0.895 | 0.0366 | 0.3294 | 0.3362 | 0 |
Buy And Hold Return (%) | 7462.801 | 7462.801 | 7462.801 | 7462.801 | 7462.801 | 7462.801 |
Max Trade Drawdown | -81829 | -70743 | -77428 | -21321767 | -8119102 | -16662297 |
Profit Factor | 5.7716 | 10.4653 | 1.3635 | 1.8577 | 3.5618 | 0.8128 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.4817 | 12.7078 | 1.8879 | 2.4082 | 4.325 | 1.1254 |
Largest Winning Trade | 760256 | 760256 | 59897 | 19704353 | 19704353 | 11904399 |
Largest Losing Trade | -36075 | -36075 | -33259 | -12748657 | -5774274 | -12748657 |
Avg Bars in Trades | 112 | 116 | 108 | 112 | 116 | 108 |
Avg Bars in Winners | 187 | 208 | 165 | 187 | 208 | 165 |
Avg Bars in Losers | 53 | 40 | 66 | 53 | 40 | 66 |
Bars Traded | 6954 | 3606 | 3348 | 6954 | 3606 | 3348 |
Profit Streak | 0 | 222.2704 | 0 | 0 | 222.2704 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -305423 | -144948 | -311382 | -149239 | 537087 | -582287 |
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{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 2.83251 } }, "second_band": { "type": "jma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 2.83251 } }, "second_band": { "type": "jma", "factors": { "length": 50, "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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