Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446007.5359 | 411842.8491 | 34164.6868 | 96777.7508 | -52002.7701 | 148780.5209 |
Total P&L (%) | 446.0075 | 411.8428 | 34.1647 | 96.7778 | -52.0028 | 148.7805 |
Avg Daily Profit (%) | 0.2388 | 0.2205 | 0.0183 | 0.0362 | -0.0393 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161357 | -157846 | -59130 | -1197132 | -1098699 | -344070 |
Profit Factor | 1.713 | 1.9112 | 1.1969 | 1.0337 | 0.9756 | 1.1997 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 51.7241 | 44.4444 | 58.9041 | 51.7241 | 44.4444 | 58.9041 |
Ratio Avg Win / Avg Loss | 1.5988 | 2.389 | 0.835 | 0.9648 | 1.2195 | 0.837 |
Largest Winning Trade | 263451 | 263451 | 17692 | 748308 | 748308 | 165540 |
Largest Losing Trade | -48494 | -48494 | -28661 | -377453 | -377453 | -179006 |
Avg Bars in Trades | 74 | 139 | 9 | 74 | 139 | 9 |
Avg Bars in Winners | 63 | 136 | 9 | 63 | 136 | 9 |
Avg Bars in Losers | 86 | 142 | 10 | 86 | 142 | 10 |
Bars Traded | 10775 | 10051 | 724 | 10775 | 10051 | 724 |
Profit Streak | 0 | 84.621 | 0 | 0 | 84.621 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425014 | -69232 | -247065 | -329013 | -659768 | -200489 |
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{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 4.18053 } }, "second_band": { "type": "jma", "factors": { "length": 228, "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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