Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24091.0238 | -5555.7523 | 29646.7761 | 23443.0204 | -6104.4969 | 29547.5173 |
Total P&L (%) | 24.091 | -5.5558 | 29.6468 | 23.443 | -6.1045 | 29.5475 |
Avg Daily Profit (%) | 0.4626 | -0.1067 | 0.5693 | 0.4052 | -0.1209 | 0.4983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11852 | -5331 | -11132 | -14025 | -5987 | -12952 |
Profit Factor | 1.482 | 0.5203 | 1.7721 | 1.4162 | 0.5259 | 1.6801 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 43.8356 | 29.7297 | 58.3333 | 43.8356 | 29.7297 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.8988 | 1.2299 | 1.2658 | 1.8145 | 1.2431 | 1.2 |
Largest Winning Trade | 9887 | 920 | 9887 | 10205 | 1055 | 10205 |
Largest Losing Trade | -9505 | -1524 | -9505 | -10739 | -1524 | -10739 |
Avg Bars in Trades | 307 | 14 | 608 | 307 | 14 | 608 |
Avg Bars in Winners | 424 | 20 | 636 | 424 | 20 | 636 |
Avg Bars in Losers | 215 | 11 | 569 | 215 | 11 | 569 |
Bars Traded | 22424 | 531 | 21893 | 22424 | 531 | 21893 |
Profit Streak | 0 | 0 | 18.5791 | 0 | 0 | 18.5791 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72720 | -589298 | 358955 | -74045 | -589298 | 330412 |
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{ "first_band": { "type": "jma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 38, "offset": 3, "std": 3.54729 } } }
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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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