Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567129.1037 | 481345.7801 | 85783.3236 | 80552.8218 | -78777.322 | 159330.1438 |
Total P&L (%) | 567.1291 | 481.3458 | 85.7833 | 80.5528 | -78.7773 | 159.3301 |
Avg Daily Profit (%) | 0.247 | 0.2096 | 0.0374 | 0.0257 | -0.0675 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149771 | -195051 | -57257 | -392991 | -500729 | -79121 |
Profit Factor | 1.5962 | 1.6824 | 1.349 | 1.0508 | 0.9375 | 1.4903 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 74 | 42 | 32 | 74 | 42 | 32 |
Profitability (%) | 57.7143 | 51.7241 | 63.6364 | 57.7143 | 51.7241 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1695 | 1.5703 | 0.7708 | 0.7699 | 0.875 | 0.8516 |
Largest Winning Trade | 235751 | 235751 | 17756 | 228768 | 228768 | 37417 |
Largest Losing Trade | -58394 | -58394 | -29311 | -153832 | -153832 | -35362 |
Avg Bars in Trades | 38 | 69 | 7 | 38 | 69 | 7 |
Avg Bars in Winners | 36 | 74 | 6 | 36 | 74 | 6 |
Avg Bars in Losers | 40 | 63 | 9 | 40 | 63 | 9 |
Bars Traded | 6698 | 6010 | 688 | 6698 | 6010 | 688 |
Profit Streak | 21.2909 | 22.9575 | 21.2909 | 21.2909 | 22.9575 | 21.2909 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478873 | 408217 | -141725 | -321860 | -580329 | -135328 |
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{ "first_band": { "type": "bbl", "factors": { "length": 243, "offset": 0, "std": 1.80485 } }, "second_band": { "type": "jma", "factors": { "length": 47, "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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