Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874456.9401 | 822723.6513 | 51733.2888 | 898835.7147 | 390082.0676 | 508753.6471 |
Total P&L (%) | 874.4569 | 822.7237 | 51.7333 | 898.8357 | 390.0821 | 508.7536 |
Avg Daily Profit (%) | 0.4633 | 0.4359 | 0.0274 | 0.122 | 0.0842 | 0.0957 |
Buy And Hold Return (%) | 264.0874 | 264.0874 | 264.0874 | 264.0874 | 264.0874 | 264.0874 |
Max Trade Drawdown | -97525 | -89130 | -113892 | -924090 | -726732 | -492734 |
Profit Factor | 2.3167 | 3.3871 | 1.1619 | 1.2191 | 1.1686 | 1.2843 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 40.8163 | 32.6531 | 48.9796 | 40.8163 | 32.6531 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.3593 | 6.9859 | 1.2104 | 1.7677 | 2.4103 | 1.3379 |
Largest Winning Trade | 427049 | 427049 | 57220 | 785007 | 785007 | 390780 |
Largest Losing Trade | -50076 | -28590 | -50076 | -418112 | -418112 | -370998 |
Avg Bars in Trades | 76 | 66 | 85 | 76 | 66 | 85 |
Avg Bars in Winners | 127 | 123 | 130 | 127 | 123 | 130 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 7448 | 3235 | 4213 | 7448 | 3235 | 4213 |
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 | 307970 | 247412 | -364730 | -35079 | -138404 | -72426 |
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{ "first_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 1.56831 } }, "second_band": { "type": "jma", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 1.56831 } }, "second_band": { "type": "jma", "factors": { "length": 48, "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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