Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807674.1717 | 810028.0935 | -2353.9217 | 129618.6773 | -131226.5012 | 260845.1785 |
Total P&L (%) | 807.6742 | 810.0281 | -2.3539 | 129.6187 | -131.2265 | 260.8452 |
Avg Daily Profit (%) | 0.3878 | 0.389 | -0.0011 | 0.0399 | 0 | 0.0616 |
Buy And Hold Return (%) | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 |
Max Trade Drawdown | -242535 | -215252 | -55110 | -2404447 | -2271147 | -511925 |
Profit Factor | 1.7393 | 2.0066 | 0.9918 | 1.0194 | 0.9749 | 1.177 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 55.8442 | 54.7826 | 56.8966 | 55.8442 | 54.7826 | 56.8966 |
Ratio Avg Win / Avg Loss | 1.3752 | 1.6563 | 0.7514 | 0.806 | 0.8046 | 0.8916 |
Largest Winning Trade | 319610 | 319610 | 19331 | 1587301 | 1587301 | 216617 |
Largest Losing Trade | -60822 | -60822 | -19739 | -1131226 | -1131226 | -210630 |
Avg Bars in Trades | 104 | 195 | 14 | 104 | 195 | 14 |
Avg Bars in Winners | 100 | 188 | 15 | 100 | 188 | 15 |
Avg Bars in Losers | 111 | 204 | 14 | 111 | 204 | 14 |
Bars Traded | 24247 | 22514 | 1733 | 24247 | 22514 | 1733 |
Profit Streak | 0 | 92.5402 | 0 | 0 | 92.5402 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496640 | 547097 | -579852 | -348695 | -579046 | -140322 |
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{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 3.81549 } }, "second_band": { "type": "jma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 3.81549 } }, "second_band": { "type": "jma", "factors": { "length": 194, "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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