Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2316639.27 | 2284963.9732 | 31675.2968 | 578020.6921 | 599561.1067 | -21540.4146 |
Total P&L (%) | 2316.6393 | 2284.964 | 31.6753 | 578.0207 | 599.5611 | -21.5404 |
Avg Daily Profit (%) | 1.2858 | 1.2682 | 0.0176 | 0.1063 | 0.108 | -0.0135 |
Buy And Hold Return (%) | 74.53 | 74.53 | 74.53 | 74.53 | 74.53 | 74.53 |
Max Trade Drawdown | -117177 | -150963 | -61726 | -6020463 | -7541852 | -2956675 |
Profit Factor | 4.3648 | 6.1732 | 1.1283 | 1.0291 | 1.0456 | 0.9968 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.6522 | 43.4783 | 47.8261 | 45.6522 | 43.4783 | 47.8261 |
Ratio Avg Win / Avg Loss | 5.1962 | 8.0251 | 1.2309 | 1.2251 | 1.3593 | 1.0874 |
Largest Winning Trade | 1603757 | 1603757 | 37003 | 6305325 | 6305325 | 1453042 |
Largest Losing Trade | -56199 | -54193 | -56199 | -2915512 | -2915512 | -1653502 |
Avg Bars in Trades | 56 | 75 | 37 | 56 | 75 | 37 |
Avg Bars in Winners | 72 | 102 | 45 | 72 | 102 | 45 |
Avg Bars in Losers | 43 | 54 | 31 | 43 | 54 | 31 |
Bars Traded | 5204 | 3458 | 1746 | 5204 | 3458 | 1746 |
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 | 700969 | 706970 | -415263 | -240658 | -221144 | -579883 |
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{ "first_band": { "type": "jma", "factors": { "length": 49, "offset": 64 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 49, "offset": 64 } }, "second_band": { "type": "dcm", "factors": { "length": 158, "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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