Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5629668.9522 | 48229.1079 | -5677898.0601 | -6352826.3792 | 7026735.2816 | -13379561.6609 |
Total P&L (%) | -5629.669 | 48.2291 | -5677.8981 | -6352.8264 | 7026.7353 | -13379.5617 |
Avg Daily Profit (%) | -2.8679 | 0.0246 | -2.8925 | 0 | 0.2176 | 0 |
Buy And Hold Return (%) | 1667.1169 | 1667.1169 | 1667.1169 | 1667.1169 | 1667.1169 | 1667.1169 |
Max Trade Drawdown | -5852682 | -54063 | -5824324 | -20598498 | -2783153 | -19552418 |
Profit Factor | 0.081 | 1.268 | 0.0451 | 0.848 | 1.7655 | 0.5899 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 43 | 20 | 23 | 43 | 22 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 15 | 16 |
Profitability (%) | 58.1081 | 54.0541 | 62.1622 | 58.1081 | 59.4595 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.0584 | 1.0778 | 0.0274 | 0.6114 | 1.2038 | 0.4495 |
Largest Winning Trade | 35857 | 35857 | 29567 | 8523128 | 8523128 | 5007985 |
Largest Losing Trade | -5743040 | -45968 | -5743040 | -19408223 | -1747626 | -19408223 |
Avg Bars in Trades | 153 | 104 | 202 | 153 | 104 | 202 |
Avg Bars in Winners | 97 | 77 | 114 | 172 | 129 | 217 |
Avg Bars in Losers | 230 | 135 | 347 | 127 | 67 | 184 |
Bars Traded | 11356 | 3852 | 7504 | 11356 | 3852 | 7504 |
Profit Streak | 0 | 0 | 0 | 398.4691 | 601.3024 | 398.4691 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -648226 | -325405 | -579195 | -647263 | 394502 | -579310 |
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{ "first_band": { "type": "dcu", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "offset": 249 } } }
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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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