Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670083.9588 | 495318.2144 | 174765.7444 | 3314182.7636 | 1043485.3225 | 2270697.4412 |
Total P&L (%) | 670.084 | 495.3182 | 174.7657 | 3314.1828 | 1043.4853 | 2270.6974 |
Avg Daily Profit (%) | 0.285 | 0.2106 | 0.0743 | 0.1503 | 0.1037 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63979 | -65307 | -48740 | -1955845 | -1960293 | -635636 |
Profit Factor | 2.0398 | 2.2022 | 1.752 | 1.3177 | 1.1399 | 1.7642 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 65.9864 | 65.7534 | 66.2162 | 65.9864 | 65.7534 | 66.2162 |
Ratio Avg Win / Avg Loss | 1.0515 | 1.147 | 0.8939 | 0.6792 | 0.5937 | 0.9001 |
Largest Winning Trade | 141833 | 141833 | 19856 | 799916 | 799916 | 387256 |
Largest Losing Trade | -61995 | -61995 | -48740 | -1336678 | -1336678 | -629463 |
Avg Bars in Trades | 30 | 50 | 10 | 30 | 50 | 10 |
Avg Bars in Winners | 27 | 48 | 7 | 27 | 48 | 7 |
Avg Bars in Losers | 36 | 56 | 15 | 36 | 56 | 15 |
Bars Traded | 4493 | 3714 | 779 | 4493 | 3714 | 779 |
Profit Streak | 55.932 | 55.932 | 80.932 | 55.932 | 55.932 | 80.932 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554141 | -58285 | -154005 | 360029 | -191582 | -73035 |
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 76, "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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