Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041410.6179 | 1185143.3827 | -143732.7648 | -57939.979 | 318377.079 | -376317.058 |
Total P&L (%) | 1041.4106 | 1185.1434 | -143.7328 | -57.94 | 318.3771 | -376.3171 |
Avg Daily Profit (%) | 0.5676 | 0.646 | -0.0783 | -0.0472 | 0.078 | 0 |
Buy And Hold Return (%) | 559.8811 | 559.8811 | 559.8811 | 559.8811 | 559.8811 | 559.8811 |
Max Trade Drawdown | -181640 | -142173 | -155002 | -616621 | -516454 | -381729 |
Profit Factor | 2.0009 | 2.8364 | 0.6362 | 0.9717 | 1.2448 | 0.4942 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 47.1503 | 46.875 | 47.4227 | 47.1503 | 46.875 | 47.4227 |
Ratio Avg Win / Avg Loss | 2.2428 | 3.2146 | 0.7053 | 1.0891 | 1.4108 | 0.548 |
Largest Winning Trade | 839111 | 839111 | 28420 | 509741 | 509741 | 51272 |
Largest Losing Trade | -65477 | -65477 | -30598 | -248618 | -248618 | -106931 |
Avg Bars in Trades | 55 | 93 | 18 | 55 | 93 | 18 |
Avg Bars in Winners | 50 | 86 | 15 | 50 | 86 | 15 |
Avg Bars in Losers | 60 | 99 | 21 | 60 | 99 | 21 |
Bars Traded | 10755 | 8951 | 1804 | 10755 | 8951 | 1804 |
Profit Streak | 0 | 51.4307 | 0 | 0 | 51.4307 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 254246 | 382626 | -581797 | -579209 | -255309 | -581797 |
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{ "first_band": { "type": "dcl", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 182, "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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