Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972031.347 | 927836.9802 | 44194.3668 | 188964.5687 | -236511.7813 | 425476.35 |
Total P&L (%) | 972.0313 | 927.837 | 44.1944 | 188.9646 | -236.5118 | 425.4764 |
Avg Daily Profit (%) | 0.51 | 0.4868 | 0.0232 | 0.0557 | 0 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172612 | -179182 | -30486 | -2544030 | -2633998 | -220865 |
Profit Factor | 2.6118 | 2.8289 | 1.4615 | 1.0354 | 0.9502 | 1.7187 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 54.7826 | 49.1228 | 60.3448 | 54.7826 | 49.1228 | 60.3448 |
Ratio Avg Win / Avg Loss | 2.1558 | 2.93 | 0.9604 | 0.8546 | 0.9842 | 1.1294 |
Largest Winning Trade | 774914 | 774914 | 13668 | 1057159 | 1057159 | 270200 |
Largest Losing Trade | -54195 | -54195 | -9974 | -1432849 | -1432849 | -73782 |
Avg Bars in Trades | 182 | 354 | 14 | 182 | 354 | 14 |
Avg Bars in Winners | 171 | 365 | 15 | 171 | 365 | 15 |
Avg Bars in Losers | 196 | 342 | 11 | 196 | 342 | 11 |
Bars Traded | 21004 | 20189 | 815 | 21004 | 20189 | 815 |
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 | 597366 | -164507 | -342771 | -300919 | -761174 | -252981 |
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{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 4.90585 } }, "second_band": { "type": "jma", "factors": { "length": 221, "offset": 0 } } }
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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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