Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025512.8412 | 1063468.142 | -37955.3007 | 94186.2866 | 152832.1443 | -58645.8577 |
Total P&L (%) | 1025.5128 | 1063.4681 | -37.9553 | 94.1863 | 152.8321 | -58.6459 |
Avg Daily Profit (%) | 0.4094 | 0.4245 | -0.0152 | 0.0265 | 0.037 | -0.0352 |
Buy And Hold Return (%) | 516.8273 | 516.8273 | 516.8273 | 516.8273 | 516.8273 | 516.8273 |
Max Trade Drawdown | -162540 | -139714 | -56525 | -978768 | -797282 | -218569 |
Profit Factor | 3.4955 | 4.7108 | 0.6948 | 1.0594 | 1.1273 | 0.8475 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 43.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.8571 | 6.1602 | 0.6513 | 1.169 | 1.4741 | 0.7945 |
Largest Winning Trade | 942334 | 942334 | 14217 | 869787 | 869787 | 131103 |
Largest Losing Trade | -59872 | -59872 | -39287 | -509486 | -509486 | -115786 |
Avg Bars in Trades | 71 | 139 | 5 | 71 | 139 | 5 |
Avg Bars in Winners | 81 | 174 | 5 | 81 | 174 | 5 |
Avg Bars in Losers | 62 | 113 | 5 | 62 | 113 | 5 |
Bars Traded | 4368 | 4198 | 170 | 4368 | 4198 | 170 |
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 | -157436 | 302231 | -580331 | -645393 | -392378 | -580331 |
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.75635 } }, "second_band": { "type": "jma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.75635 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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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