Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974106.4227 | 911661.9634 | 62444.4593 | 27250958.7885 | 25295977.5487 | 1954981.2398 |
Total P&L (%) | 974.1064 | 911.662 | 62.4445 | 27250.9588 | 25295.9775 | 1954.9812 |
Avg Daily Profit (%) | 0.5249 | 0.4912 | 0.0336 | 0.3028 | 0.2988 | 0.163 |
Buy And Hold Return (%) | 6966.0595 | 6966.0595 | 6966.0595 | 6966.0595 | 6966.0595 | 6966.0595 |
Max Trade Drawdown | -72388 | -93053 | -135086 | -5075805 | -3464096 | -4067806 |
Profit Factor | 2.1787 | 3.4039 | 1.1396 | 1.7191 | 2.4462 | 1.0958 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 2.3862 | 4.0847 | 1.1396 | 1.8828 | 2.9355 | 1.0958 |
Largest Winning Trade | 141164 | 141164 | 47945 | 6179120 | 6179120 | 4070851 |
Largest Losing Trade | -35065 | -20393 | -35065 | -3083974 | -3083974 | -2765328 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 139 | 148 | 131 | 139 | 148 | 131 |
Avg Bars in Losers | 64 | 67 | 61 | 64 | 67 | 61 |
Bars Traded | 22080 | 11483 | 10597 | 22080 | 11483 | 10597 |
Profit Streak | 0 | 88.98 | 0 | 0 | 88.98 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150550 | -149279 | -380903 | 365102 | 376399 | -273452 |
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{ "first_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 4.89838 } }, "second_band": { "type": "jma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 4.89838 } }, "second_band": { "type": "jma", "factors": { "length": 110, "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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