Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422237.4854 | 466137.558 | -43900.0726 | -63574.7895 | 158402.3563 | -221977.1458 |
Total P&L (%) | 422.2375 | 466.1376 | -43.9001 | -63.5748 | 158.4024 | -221.9771 |
Avg Daily Profit (%) | 0.2265 | 0.25 | -0.0235 | -0.0542 | 0.0509 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169454 | -108901 | -141003 | -412941 | -142902 | -301267 |
Profit Factor | 1.5534 | 2.2464 | 0.8872 | 0.9134 | 1.5472 | 0.5005 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 50.9259 | 46.2963 | 55.5556 | 50.9259 | 46.2963 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.4969 | 2.6058 | 0.7097 | 0.8802 | 1.7947 | 0.4004 |
Largest Winning Trade | 508075 | 508075 | 47147 | 300244 | 300244 | 80691 |
Largest Losing Trade | -52335 | -47446 | -52335 | -164232 | -81273 | -164232 |
Avg Bars in Trades | 50 | 47 | 53 | 50 | 47 | 53 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 5445 | 2555 | 2890 | 5445 | 2555 | 2890 |
Profit Streak | 0 | 93.902 | 0 | 0 | 93.902 | 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 | 355926 | -168212 | -760113 | -580370 | -302723 | -760113 |
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{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.2157 } }, "second_band": { "type": "jma", "factors": { "length": 88, "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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