Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616112.6305 | 375533.7506 | 240578.8799 | 1738638.7388 | 9512.821 | 1729125.9178 |
Total P&L (%) | 616.1126 | 375.5338 | 240.5789 | 1738.6387 | 9.5128 | 1729.1259 |
Avg Daily Profit (%) | 0.3402 | 0.2074 | 0.1328 | 0.1609 | 0.005 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71939 | -58247 | -86869 | -1320757 | -1621383 | -450317 |
Profit Factor | 1.9122 | 1.998 | 1.8041 | 1.2565 | 1.0024 | 1.6171 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 36.8421 | 31.5789 | 42.1053 | 36.8421 | 31.5789 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.278 | 4.3291 | 2.4807 | 2.1539 | 2.1718 | 2.2236 |
Largest Winning Trade | 251378 | 251378 | 72562 | 1009759 | 1009759 | 773471 |
Largest Losing Trade | -23246 | -19270 | -23246 | -298875 | -268946 | -298875 |
Avg Bars in Trades | 23 | 19 | 27 | 23 | 19 | 27 |
Avg Bars in Winners | 42 | 35 | 47 | 42 | 35 | 47 |
Avg Bars in Losers | 12 | 12 | 13 | 12 | 12 | 13 |
Bars Traded | 3567 | 1464 | 2103 | 3567 | 1464 | 2103 |
Profit Streak | 42.7272 | 42.7272 | 52.2272 | 42.7272 | 42.7272 | 52.2272 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353209 | -44311 | -63947 | 200773 | -624470 | -40924 |
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 4.07718 } }, "second_band": { "type": "jma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 4.07718 } }, "second_band": { "type": "jma", "factors": { "length": 9, "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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