Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2016253.1154 | 1993580.8563 | 22672.2591 | 653958.5666 | -4772129.0381 | 5426087.6047 |
Total P&L (%) | 2016.2531 | 1993.5809 | 22.6723 | 653.9586 | -4772.129 | 5426.0876 |
Avg Daily Profit (%) | 1.1195 | 1.1069 | 0.0126 | 0.1122 | 0 | 0.223 |
Buy And Hold Return (%) | 352.3645 | 352.3645 | 352.3645 | 352.3645 | 352.3645 | 352.3645 |
Max Trade Drawdown | -194220 | -224158 | -38388 | -21991272 | -26528920 | -2195245 |
Profit Factor | 3.6667 | 4.5135 | 1.1202 | 1.0144 | 0.8772 | 1.8296 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 64 | 39 | 25 | 64 | 39 | 25 |
Profitability (%) | 53.2847 | 42.6471 | 63.7681 | 53.2847 | 42.6471 | 63.7681 |
Ratio Avg Win / Avg Loss | 3.2146 | 6.0699 | 0.6365 | 0.8893 | 1.1797 | 1.0395 |
Largest Winning Trade | 1390330 | 1390330 | 10587 | 11332077 | 11332077 | 1963216 |
Largest Losing Trade | -52680 | -52680 | -17397 | -7344059 | -7344059 | -2195245 |
Avg Bars in Trades | 25 | 45 | 6 | 25 | 45 | 6 |
Avg Bars in Winners | 25 | 55 | 5 | 25 | 55 | 5 |
Avg Bars in Losers | 26 | 38 | 8 | 26 | 38 | 8 |
Bars Traded | 3541 | 3096 | 445 | 3541 | 3096 | 445 |
Profit Streak | 6.336 | 0 | 25.836 | 6.336 | 0 | 25.836 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 762025 | -92341 | -530890 | -255184 | -691428 | -88480 |
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{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 1.84387 } }, "second_band": { "type": "jma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 1.84387 } }, "second_band": { "type": "jma", "factors": { "length": 34, "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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