Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1447781.0293 | 1320707.8757 | 127073.1535 | 13159050.7734 | 7938253.2716 | 5220797.5018 |
Total P&L (%) | 1447.781 | 1320.7079 | 127.0732 | 13159.0508 | 7938.2533 | 5220.7975 |
Avg Daily Profit (%) | 0.7992 | 0.7291 | 0.0701 | 0.2702 | 0.2425 | 0.2196 |
Buy And Hold Return (%) | 608.8056 | 608.8056 | 608.8056 | 608.8056 | 608.8056 | 608.8056 |
Max Trade Drawdown | -105748 | -79629 | -71697 | -8921203 | -5603301 | -5249977 |
Profit Factor | 3.6263 | 5.9741 | 1.4447 | 1.4373 | 1.5912 | 1.3133 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 46.3918 | 38.7755 | 54.1667 | 46.3918 | 38.7755 | 54.1667 |
Ratio Avg Win / Avg Loss | 4.1904 | 9.4327 | 1.2225 | 1.6609 | 2.5124 | 1.1113 |
Largest Winning Trade | 669615 | 669615 | 76274 | 6744513 | 6744513 | 4620087 |
Largest Losing Trade | -33580 | -25293 | -33580 | -3005440 | -1870228 | -3005440 |
Avg Bars in Trades | 110 | 101 | 119 | 110 | 101 | 119 |
Avg Bars in Winners | 163 | 160 | 165 | 163 | 160 | 165 |
Avg Bars in Losers | 64 | 63 | 66 | 64 | 63 | 66 |
Bars Traded | 10722 | 4967 | 5755 | 10722 | 4967 | 5755 |
Profit Streak | 24.0173 | 99.5173 | 0 | 24.0173 | 99.5173 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539221 | 446287 | -263456 | 362574 | 304661 | 323989 |
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{ "first_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.3629 } }, "second_band": { "type": "jma", "factors": { "length": 98, "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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