Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1727929.9199 | 1777375.7637 | -49445.8437 | 136974.611 | -200879.9341 | 337854.545 |
Total P&L (%) | 1727.9299 | 1777.3758 | -49.4458 | 136.9746 | -200.8799 | 337.8545 |
Avg Daily Profit (%) | 0.8297 | 0.8535 | -0.0237 | 0.0414 | 0 | 0.0709 |
Buy And Hold Return (%) | 1002.2817 | 1002.2817 | 1002.2817 | 1002.2817 | 1002.2817 | 1002.2817 |
Max Trade Drawdown | -147001 | -143847 | -66292 | -2755025 | -3092235 | -383196 |
Profit Factor | 2.9767 | 3.7775 | 0.7889 | 1.0165 | 0.9705 | 1.2276 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 50.8197 | 48.3516 | 53.2609 | 50.8197 | 48.3516 | 53.2609 |
Ratio Avg Win / Avg Loss | 2.8806 | 4.035 | 0.6923 | 0.9837 | 1.0367 | 1.0773 |
Largest Winning Trade | 1568586 | 1568586 | 9208 | 2562585 | 2562585 | 234220 |
Largest Losing Trade | -48100 | -48100 | -26084 | -993268 | -993268 | -271612 |
Avg Bars in Trades | 127 | 240 | 15 | 127 | 240 | 15 |
Avg Bars in Winners | 132 | 263 | 14 | 132 | 263 | 14 |
Avg Bars in Losers | 122 | 218 | 17 | 122 | 218 | 17 |
Bars Traded | 23325 | 21875 | 1450 | 23325 | 21875 | 1450 |
Profit Streak | 92.3148 | 0 | 115.3148 | 92.3148 | 0 | 115.3148 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423769 | 387312 | -579427 | -505742 | -580063 | -263011 |
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{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 3.01175 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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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