Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845462.5453 | 1870714.4989 | -25251.9536 | 268205.0923 | 377322.0414 | -109116.9491 |
Total P&L (%) | 1845.4625 | 1870.7145 | -25.252 | 268.2051 | 377.322 | -109.1169 |
Avg Daily Profit (%) | 0.7785 | 0.7891 | -0.0107 | 0.055 | 0.066 | 0 |
Buy And Hold Return (%) | 519.0241 | 519.0241 | 519.0241 | 519.0241 | 519.0241 | 519.0241 |
Max Trade Drawdown | -220404 | -187925 | -77224 | -4390210 | -3948276 | -1009462 |
Profit Factor | 4.3079 | 5.5302 | 0.8258 | 1.043 | 1.0786 | 0.9239 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50.7042 | 45.7143 | 55.5556 | 50.7042 | 45.7143 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.1882 | 6.5672 | 0.6606 | 1.014 | 1.2808 | 0.7391 |
Largest Winning Trade | 1367698 | 1367698 | 17837 | 4020521 | 4020521 | 535982 |
Largest Losing Trade | -65978 | -65978 | -36680 | -1570909 | -1570909 | -651721 |
Avg Bars in Trades | 187 | 350 | 28 | 187 | 350 | 28 |
Avg Bars in Winners | 151 | 309 | 24 | 151 | 309 | 24 |
Avg Bars in Losers | 224 | 384 | 32 | 224 | 384 | 32 |
Bars Traded | 13280 | 12260 | 1020 | 13280 | 12260 | 1020 |
Profit Streak | 83.1843 | 156.0176 | 83.1843 | 83.1843 | 156.0176 | 83.1843 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72572 | 646944 | -579224 | -548699 | -405456 | -579224 |
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{ "first_band": { "type": "dcl", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 249, "offset": 17 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 54, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 249, "offset": 17 } } }
# | 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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