Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039985.5635 | 909514.1824 | 130471.381 | 1370174.2301 | 1571059.6649 | -200885.4348 |
Total P&L (%) | 1039.9856 | 909.5142 | 130.4714 | 1370.1742 | 1571.0597 | -200.8854 |
Avg Daily Profit (%) | 0.4378 | 0.3829 | 0.0549 | 0.1132 | 0.1186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109704 | -84788 | -99838 | -4556744 | -3823736 | -3773496 |
Profit Factor | 2.911 | 4.5992 | 1.4476 | 1.1204 | 1.27 | 0.9639 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.2258 | 48.3871 | 58.0645 | 53.2258 | 48.3871 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.5582 | 4.9058 | 1.0455 | 0.9846 | 1.3546 | 0.6961 |
Largest Winning Trade | 479564 | 479564 | 64089 | 3182990 | 3182990 | 1356709 |
Largest Losing Trade | -51820 | -41553 | -51820 | -2261842 | -2261842 | -2030121 |
Avg Bars in Trades | 146 | 141 | 150 | 146 | 141 | 150 |
Avg Bars in Winners | 200 | 204 | 196 | 200 | 204 | 196 |
Avg Bars in Losers | 84 | 83 | 85 | 84 | 83 | 85 |
Bars Traded | 9054 | 4399 | 4655 | 9054 | 4399 | 4655 |
Profit Streak | 18.4466 | 37.1966 | 0 | 18.4466 | 37.1966 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141890 | 627266 | -117583 | -288725 | -34012 | -579772 |
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 123 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 211, "offset": 123 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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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