Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262768.3685 | 33402.4205 | 229365.948 | 298679.3525 | 66932.7605 | 231746.592 |
Total P&L (%) | 262.7684 | 33.4024 | 229.3659 | 298.6794 | 66.9328 | 231.7466 |
Avg Daily Profit (%) | 0.1718 | 0.0218 | 0.15 | 0.0905 | 0.0335 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65108 | -30446 | -85714 | -206528 | -105654 | -270604 |
Profit Factor | 1.6677 | 1.2689 | 1.8516 | 1.2533 | 1.1778 | 1.2887 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 46.8354 | 47.5 | 46.1538 | 46.8354 | 47.5 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8931 | 1.4025 | 2.1602 | 1.4227 | 1.3018 | 1.5035 |
Largest Winning Trade | 74357 | 25224 | 74357 | 166636 | 79720 | 166636 |
Largest Losing Trade | -30883 | -12554 | -30883 | -93801 | -44711 | -93801 |
Avg Bars in Trades | 74 | 19 | 129 | 74 | 19 | 129 |
Avg Bars in Winners | 134 | 28 | 246 | 134 | 28 | 246 |
Avg Bars in Losers | 20 | 12 | 29 | 20 | 12 | 29 |
Bars Traded | 5855 | 794 | 5061 | 5855 | 794 | 5061 |
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 | -21969 | -167268 | 330496 | -104900 | -173970 | -88574 |
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{ "first_band": { "type": "bbu", "factors": { "length": 88, "offset": 0, "std": 1.47973 } }, "second_band": { "type": "jma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 88, "offset": 0, "std": 1.47973 } }, "second_band": { "type": "jma", "factors": { "length": 19, "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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