Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858113.0165 | 951271.5135 | -93158.4971 | -20769.3728 | 931233.6312 | -952003.004 |
Total P&L (%) | 858.113 | 951.2715 | -93.1585 | -20.7694 | 931.2336 | -952.003 |
Avg Daily Profit (%) | 0.3421 | 0.3792 | -0.0371 | -0.0093 | 0.0931 | 0 |
Buy And Hold Return (%) | 374.2547 | 374.2547 | 374.2547 | 374.2547 | 374.2547 | 374.2547 |
Max Trade Drawdown | -279576 | -197463 | -141280 | -2511846 | -1564002 | -1033956 |
Profit Factor | 2.2321 | 3.0925 | 0.6148 | 0.9943 | 1.4052 | 0.2941 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 2.4447 | 3.711 | 0.6148 | 1.089 | 1.6863 | 0.2941 |
Largest Winning Trade | 783481 | 783481 | 19340 | 2294822 | 2294822 | 98146 |
Largest Losing Trade | -57755 | -57755 | -39996 | -611339 | -611339 | -358993 |
Avg Bars in Trades | 55 | 98 | 11 | 55 | 98 | 11 |
Avg Bars in Winners | 63 | 120 | 11 | 63 | 120 | 11 |
Avg Bars in Losers | 47 | 79 | 12 | 47 | 79 | 12 |
Bars Traded | 4855 | 4332 | 523 | 4855 | 4332 | 523 |
Profit Streak | 55.7931 | 0 | 80.2931 | 55.7931 | 0 | 80.2931 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305161 | 369016 | -579883 | -579198 | -71813 | -579883 |
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{ "first_band": { "type": "dcl", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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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