Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457981.844 | 1412704.5405 | 45277.3035 | 18101.7361 | 78248.8399 | -60147.1038 |
Total P&L (%) | 1457.9818 | 1412.7045 | 45.2773 | 18.1017 | 78.2488 | -60.1471 |
Avg Daily Profit (%) | 0.6167 | 0.5975 | 0.0192 | 0.007 | 0.0245 | -0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215376 | -176934 | -138576 | -911483 | -616433 | -473429 |
Profit Factor | 2.7365 | 3.8941 | 1.1288 | 1.0092 | 1.0673 | 0.9251 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 41.7323 | 37.5 | 46.0317 | 41.7323 | 37.5 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.8208 | 6.4902 | 1.3235 | 1.4091 | 1.7788 | 1.0846 |
Largest Winning Trade | 1502484 | 1502484 | 53819 | 720541 | 720541 | 282766 |
Largest Losing Trade | -50067 | -33632 | -50067 | -294096 | -294096 | -243249 |
Avg Bars in Trades | 109 | 123 | 94 | 109 | 123 | 94 |
Avg Bars in Winners | 170 | 206 | 141 | 170 | 206 | 141 |
Avg Bars in Losers | 65 | 74 | 54 | 65 | 74 | 54 |
Bars Traded | 13891 | 7921 | 5970 | 13891 | 7921 | 5970 |
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 | 501914 | -125900 | -396067 | -404857 | -449921 | -727334 |
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{ "first_band": { "type": "dcl", "factors": { "length": 26, "offset": 170 } }, "second_band": { "type": "jma", "factors": { "length": 61, "offset": 0 } } }
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# | 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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