Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588897.0277 | 531156.4271 | 57740.6006 | 1487371.6148 | 820031.8519 | 667339.7629 |
Total P&L (%) | 588.897 | 531.1564 | 57.7406 | 1487.3716 | 820.0319 | 667.3398 |
Avg Daily Profit (%) | 0.3244 | 0.2926 | 0.0318 | 0.1524 | 0.1223 | 0.1123 |
Buy And Hold Return (%) | 361.587 | 361.587 | 361.587 | 361.587 | 361.587 | 361.587 |
Max Trade Drawdown | -104926 | -63964 | -96921 | -608295 | -426427 | -385289 |
Profit Factor | 1.9439 | 2.8663 | 1.1702 | 1.6587 | 1.639 | 1.6846 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 47.619 | 49.0566 | 46.1538 | 47.619 | 49.0566 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1383 | 2.9765 | 1.3652 | 1.8246 | 1.702 | 1.9654 |
Largest Winning Trade | 174603 | 174603 | 78312 | 422348 | 350332 | 422348 |
Largest Losing Trade | -41764 | -29561 | -41764 | -278960 | -223006 | -278960 |
Avg Bars in Trades | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Winners | 99 | 88 | 112 | 99 | 88 | 112 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 7133 | 3302 | 3831 | 7133 | 3302 | 3831 |
Profit Streak | 23.7091 | 43.2091 | 0 | 23.7091 | 43.2091 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 119764 | -185448 | -531065 | 307791 | -211174 | -228927 |
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 2.43981 } }, "second_band": { "type": "jma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 2.43981 } }, "second_band": { "type": "jma", "factors": { "length": 62, "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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