Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1436248.5605 | 1432382.7028 | 3865.8577 | 13684470.5001 | 17614018.4794 | -3929547.9793 |
Total P&L (%) | 1436.2486 | 1432.3827 | 3.8659 | 13684.4705 | 17614.0185 | -3929.548 |
Avg Daily Profit (%) | 0.7702 | 0.7682 | 0.0021 | 0.2645 | 0.278 | 0 |
Buy And Hold Return (%) | 7476.9101 | 7476.9101 | 7476.9101 | 7476.9101 | 7476.9101 | 7476.9101 |
Max Trade Drawdown | -91565 | -74801 | -102173 | -6268731 | -2725960 | -6731716 |
Profit Factor | 4.2098 | 8.0874 | 1.0158 | 1.6581 | 3.5101 | 0.7147 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 39.7059 | 44.1176 | 35.2941 | 39.7059 | 44.1176 | 35.2941 |
Ratio Avg Win / Avg Loss | 6.3927 | 10.2441 | 1.8622 | 2.5179 | 4.4462 | 1.3104 |
Largest Winning Trade | 573624 | 573624 | 61026 | 7497488 | 7497488 | 4718222 |
Largest Losing Trade | -38381 | -35643 | -38381 | -4206486 | -2441166 | -4206486 |
Avg Bars in Trades | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Winners | 131 | 145 | 114 | 131 | 145 | 114 |
Avg Bars in Losers | 40 | 27 | 51 | 40 | 27 | 51 |
Bars Traded | 5215 | 2703 | 2512 | 5215 | 2703 | 2512 |
Profit Streak | 0 | 172.6105 | 0 | 0 | 172.6105 | 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 | -263431 | -145691 | -563639 | -114071 | 343935 | -584847 |
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{ "first_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 4.61105 } }, "second_band": { "type": "jma", "factors": { "length": 33, "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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