Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581337.9505 | 582866.799 | -1528.8486 | 706834.121 | 7072773.1601 | -6365939.0391 |
Total P&L (%) | 581.338 | 582.8668 | -1.5288 | 706.8341 | 7072.7732 | -6365.939 |
Avg Daily Profit (%) | 0.2325 | 0.2331 | -0.0006 | 0.0835 | 0.171 | 0 |
Buy And Hold Return (%) | 898.5699 | 898.5699 | 898.5699 | 898.5699 | 898.5699 | 898.5699 |
Max Trade Drawdown | -160245 | -62324 | -172036 | -7072716 | -1311236 | -8592162 |
Profit Factor | 1.6123 | 2.3938 | 0.9971 | 1.0308 | 1.8755 | 0.5714 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Losing Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Profitability (%) | 49.569 | 51.7241 | 47.4138 | 49.569 | 51.7241 | 47.4138 |
Ratio Avg Win / Avg Loss | 1.6403 | 2.2342 | 1.1059 | 1.0488 | 1.7505 | 0.6337 |
Largest Winning Trade | 114094 | 114094 | 47118 | 3733394 | 3733394 | 1508870 |
Largest Losing Trade | -77232 | -26739 | -77232 | -5941661 | -800942 | -5941661 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 7218 | 3699 | 3519 | 7218 | 3699 | 3519 |
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 | -153363 | -152919 | -580362 | -432351 | 407802 | -582029 |
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{ "first_band": { "type": "jma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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) |
---|