Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985343.6028 | 1070484.9179 | -85141.3151 | -13314.5056 | 346194.125 | -359508.6306 |
Total P&L (%) | 985.3436 | 1070.4849 | -85.1413 | -13.3145 | 346.1941 | -359.5086 |
Avg Daily Profit (%) | 0.5431 | 0.59 | -0.0469 | -0.0079 | 0.0825 | 0 |
Buy And Hold Return (%) | 636.2759 | 636.2759 | 636.2759 | 636.2759 | 636.2759 | 636.2759 |
Max Trade Drawdown | -181763 | -93128 | -146969 | -1071115 | -751483 | -770847 |
Profit Factor | 2.3448 | 4.0633 | 0.7779 | 0.9965 | 1.1754 | 0.8054 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2068 | 4.3173 | 0.6482 | 0.9379 | 1.2489 | 0.6711 |
Largest Winning Trade | 753505 | 753505 | 56870 | 818250 | 818250 | 381203 |
Largest Losing Trade | -70473 | -49140 | -70473 | -345836 | -345836 | -306417 |
Avg Bars in Trades | 105 | 101 | 109 | 105 | 101 | 109 |
Avg Bars in Winners | 138 | 142 | 133 | 138 | 142 | 133 |
Avg Bars in Losers | 70 | 61 | 80 | 70 | 61 | 80 |
Bars Traded | 6953 | 3336 | 3617 | 6953 | 3336 | 3617 |
Profit Streak | 0 | 80.1154 | 0 | 0 | 80.1154 | 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 | -122765 | 339021 | -580213 | -709081 | -276235 | -580213 |
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 3.50422 } }, "second_band": { "type": "jma", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 3.50422 } }, "second_band": { "type": "jma", "factors": { "length": 166, "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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