Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426181.031 | 342554.5238 | 83626.5072 | 287403.8404 | 211241.0007 | 76162.8397 |
Total P&L (%) | 426.181 | 342.5545 | 83.6265 | 287.4038 | 211.241 | 76.1628 |
Avg Daily Profit (%) | 0.2407 | 0.1935 | 0.0472 | 0.0765 | 0.0641 | 0.032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168553 | -99331 | -125059 | -814330 | -430575 | -587844 |
Profit Factor | 1.5824 | 2.0604 | 1.2046 | 1.114 | 1.2048 | 1.0511 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 55.2239 | 53.7313 | 56.7164 | 55.2239 | 53.7313 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.283 | 1.7743 | 0.9193 | 0.9032 | 1.0374 | 0.8022 |
Largest Winning Trade | 156016 | 156016 | 68156 | 364002 | 233709 | 364002 |
Largest Losing Trade | -65227 | -33206 | -65227 | -453464 | -123865 | -453464 |
Avg Bars in Trades | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Winners | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 6898 | 3326 | 3572 | 6898 | 3326 | 3572 |
Profit Streak | 0 | 0 | 77.5561 | 0 | 0 | 77.5561 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389189 | -104714 | -247246 | -186548 | -223969 | -431361 |
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 2.75915 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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