Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1461052.3754 | 1459614.7589 | 1437.6165 | 638581.3609 | 1799639.4418 | -1161058.0809 |
Total P&L (%) | 1461.0524 | 1459.6148 | 1.4376 | 638.5814 | 1799.6394 | -1161.0581 |
Avg Daily Profit (%) | 0.8008 | 0.8 | 0.0008 | 0.1097 | 0.1615 | 0 |
Buy And Hold Return (%) | 705.2049 | 705.2049 | 705.2049 | 705.2049 | 705.2049 | 705.2049 |
Max Trade Drawdown | -161295 | -86985 | -107833 | -6582110 | -3900091 | -3378056 |
Profit Factor | 2.735 | 4.3623 | 1.0035 | 1.0293 | 1.1635 | 0.8925 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 44.2308 | 36.5385 | 51.9231 | 44.2308 | 36.5385 | 51.9231 |
Ratio Avg Win / Avg Loss | 3.4485 | 7.5765 | 0.9292 | 1.2978 | 2.0207 | 0.8264 |
Largest Winning Trade | 966500 | 966500 | 60789 | 4030302 | 4030302 | 1475216 |
Largest Losing Trade | -33451 | -31368 | -33451 | -2171254 | -1855562 | -2171254 |
Avg Bars in Trades | 66 | 61 | 72 | 66 | 61 | 72 |
Avg Bars in Winners | 92 | 101 | 86 | 92 | 101 | 86 |
Avg Bars in Losers | 46 | 38 | 56 | 46 | 38 | 56 |
Bars Traded | 6937 | 3186 | 3751 | 6937 | 3186 | 3751 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360298 | -171220 | -755657 | -402246 | -220700 | -760584 |
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{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.07335 } }, "second_band": { "type": "jma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 4.07335 } }, "second_band": { "type": "jma", "factors": { "length": 95, "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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