Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846334.0701 | 832487.5184 | 13846.5517 | 137723.6119 | 298912.0997 | -161188.4878 |
Total P&L (%) | 846.3341 | 832.4875 | 13.8466 | 137.7236 | 298.9121 | -161.1885 |
Avg Daily Profit (%) | 0.4064 | 0.3997 | 0.0066 | 0.0416 | 0.0665 | 0 |
Buy And Hold Return (%) | 118.4314 | 118.4314 | 118.4314 | 118.4314 | 118.4314 | 118.4314 |
Max Trade Drawdown | -166741 | -156365 | -17379 | -3550288 | -3393632 | -267684 |
Profit Factor | 2.8775 | 3.0427 | 1.3202 | 1.0258 | 1.0606 | 0.599 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 42.2535 | 40 | 44.4444 | 42.2535 | 40 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.9326 | 4.5641 | 1.6502 | 1.4019 | 1.5909 | 0.7487 |
Largest Winning Trade | 555399 | 555399 | 17039 | 2268598 | 2268598 | 71799 |
Largest Losing Trade | -59985 | -59985 | -7316 | -2183419 | -2183419 | -142674 |
Avg Bars in Trades | 326 | 653 | 8 | 326 | 653 | 8 |
Avg Bars in Winners | 356 | 754 | 8 | 356 | 754 | 8 |
Avg Bars in Losers | 305 | 586 | 9 | 305 | 586 | 9 |
Bars Traded | 23209 | 22886 | 323 | 23209 | 22886 | 323 |
Profit Streak | 110.5987 | 0 | 121.2654 | 110.5987 | 0 | 121.2654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78432 | 419709 | -349721 | -538324 | -264420 | -582097 |
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{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 87, "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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