Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -427614.0561 | 47415.3023 | -475029.3584 | 2245826.7076 | 843205.2961 | 1402621.4115 |
Total P&L (%) | -427.6141 | 47.4153 | -475.0294 | 2245.8267 | 843.2053 | 1402.6214 |
Avg Daily Profit (%) | -0.2362 | 0.0262 | -0.2624 | 0.1744 | 0.124 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -745176 | -84982 | -721659 | -451126 | -387331 | -325927 |
Profit Factor | 0.5922 | 1.213 | 0.425 | 2.4303 | 2.1531 | 2.672 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 46 | 23 | 23 | 48 | 23 | 25 |
Losing Trades | 31 | 16 | 15 | 29 | 16 | 13 |
Profitability (%) | 59.7403 | 58.9744 | 60.5263 | 62.3377 | 58.9744 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.3991 | 0.8438 | 0.2772 | 1.4683 | 1.4978 | 1.3894 |
Largest Winning Trade | 44730 | 32549 | 44730 | 713516 | 441160 | 713516 |
Largest Losing Trade | -391012 | -37006 | -391012 | -243398 | -172074 | -243398 |
Avg Bars in Trades | 43 | 18 | 69 | 43 | 18 | 69 |
Avg Bars in Winners | 38 | 17 | 58 | 41 | 14 | 65 |
Avg Bars in Losers | 51 | 18 | 85 | 47 | 22 | 76 |
Bars Traded | 3347 | 710 | 2637 | 3347 | 710 | 2637 |
Profit Streak | 29.1162 | 191.1162 | 29.1162 | 29.1162 | 191.1162 | 29.1162 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624049 | -158665 | -578860 | -31596 | -21135 | 500652 |
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{ "first_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 3.09987 } }, "second_band": { "type": "jma", "factors": { "length": 213, "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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