Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968886.0161 | 1015116.1021 | -46230.086 | 346070.7213 | 852544.63 | -506473.9088 |
Total P&L (%) | 968.886 | 1015.1161 | -46.2301 | 346.0707 | 852.5446 | -506.4739 |
Avg Daily Profit (%) | 0.5346 | 0.5601 | -0.0255 | 0.0825 | 0.1244 | 0 |
Buy And Hold Return (%) | 510.8701 | 510.8701 | 510.8701 | 510.8701 | 510.8701 | 510.8701 |
Max Trade Drawdown | -140231 | -80563 | -165367 | -854261 | -630260 | -590048 |
Profit Factor | 2.5011 | 4.6002 | 0.8728 | 1.1269 | 1.662 | 0.648 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.5953 | 5.9532 | 1.3965 | 1.6199 | 2.1509 | 1.0369 |
Largest Winning Trade | 645280 | 645280 | 80018 | 580684 | 580684 | 282770 |
Largest Losing Trade | -50311 | -31806 | -50311 | -302474 | -302474 | -263367 |
Avg Bars in Trades | 135 | 123 | 147 | 135 | 123 | 147 |
Avg Bars in Winners | 208 | 170 | 251 | 208 | 170 | 251 |
Avg Bars in Losers | 84 | 87 | 81 | 84 | 87 | 81 |
Bars Traded | 10571 | 4834 | 5737 | 10571 | 4834 | 5737 |
Profit Streak | 0 | 101.6945 | 0 | 0 | 101.6945 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34181 | 350275 | -583577 | -370618 | -34338 | -583577 |
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{ "first_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 4.95943 } }, "second_band": { "type": "jma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 4.95943 } }, "second_band": { "type": "jma", "factors": { "length": 143, "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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