Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2520174.7496 | 2580030.3538 | -59855.6042 | 59136.2953 | 324292.7309 | -265156.4355 |
Total P&L (%) | 2520.1748 | 2580.0304 | -59.8556 | 59.1363 | 324.2927 | -265.1564 |
Avg Daily Profit (%) | 1.3372 | 1.369 | -0.0318 | 0.0247 | 0.0767 | 0 |
Buy And Hold Return (%) | 379.2895 | 379.2895 | 379.2895 | 379.2895 | 379.2895 | 379.2895 |
Max Trade Drawdown | -205615 | -184889 | -70931 | -4122070 | -3908404 | -1406206 |
Profit Factor | 4.3761 | 6.3521 | 0.7736 | 1.0067 | 1.0549 | 0.9077 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 32.5581 | 25.5814 | 39.5349 | 32.5581 | 25.5814 | 39.5349 |
Ratio Avg Win / Avg Loss | 9.0648 | 18.4787 | 1.1832 | 2.0854 | 3.0688 | 1.3883 |
Largest Winning Trade | 1608626 | 1608626 | 52140 | 3835148 | 3835148 | 1467224 |
Largest Losing Trade | -49618 | -49618 | -46883 | -1495226 | -1495226 | -1306178 |
Avg Bars in Trades | 252 | 384 | 120 | 252 | 384 | 120 |
Avg Bars in Winners | 400 | 752 | 172 | 400 | 752 | 172 |
Avg Bars in Losers | 180 | 257 | 86 | 180 | 257 | 86 |
Bars Traded | 21704 | 16515 | 5189 | 21704 | 16515 | 5189 |
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 | 510460 | -5145 | -583130 | -544271 | -442520 | -583130 |
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{ "first_band": { "type": "dcl", "factors": { "length": 227, "offset": 197 } }, "second_band": { "type": "jma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 227, "offset": 197 } }, "second_band": { "type": "jma", "factors": { "length": 125, "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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