Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2403634.4499 | 2433448.7664 | -29814.3165 | 265803.3743 | -786929.5435 | 1052732.9178 |
Total P&L (%) | 2403.6345 | 2433.4488 | -29.8143 | 265.8034 | -786.9295 | 1052.7329 |
Avg Daily Profit (%) | 1.0625 | 1.0757 | -0.0132 | 0.0573 | 0 | 0.1081 |
Buy And Hold Return (%) | 252.9114 | 252.9114 | 252.9114 | 252.9114 | 252.9114 | 252.9114 |
Max Trade Drawdown | -228489 | -153131 | -92927 | -11610254 | -11375777 | -1954593 |
Profit Factor | 4.4385 | 6.0323 | 0.8616 | 1.0102 | 0.9626 | 1.2077 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 42.1687 | 36.5854 | 47.619 | 42.1687 | 36.5854 | 47.619 |
Ratio Avg Win / Avg Loss | 6.0871 | 10.456 | 0.9478 | 1.3854 | 1.6684 | 1.3284 |
Largest Winning Trade | 2133617 | 2133617 | 24219 | 10329651 | 10329651 | 1253211 |
Largest Losing Trade | -55829 | -55829 | -30006 | -6116557 | -6116557 | -1664765 |
Avg Bars in Trades | 152 | 280 | 27 | 152 | 280 | 27 |
Avg Bars in Winners | 179 | 377 | 30 | 179 | 377 | 30 |
Avg Bars in Losers | 133 | 225 | 24 | 133 | 225 | 24 |
Bars Traded | 12660 | 11519 | 1141 | 12660 | 11519 | 1141 |
Profit Streak | 0 | 94.3028 | 0 | 0 | 94.3028 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592342 | 623221 | -581382 | -479905 | -582622 | -51382 |
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{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 175, "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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