Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200490.9078 | 1204543.3948 | -4052.4871 | 11509596.8762 | 14834616.5112 | -3325019.635 |
Total P&L (%) | 1200.4909 | 1204.5434 | -4.0525 | 11509.5969 | 14834.6165 | -3325.0196 |
Avg Daily Profit (%) | 0.6412 | 0.6433 | -0.0022 | 0.2543 | 0.2677 | 0 |
Buy And Hold Return (%) | 5918.2455 | 5918.2455 | 5918.2455 | 5918.2455 | 5918.2455 | 5918.2455 |
Max Trade Drawdown | -104199 | -93152 | -93081 | -5734919 | -2356011 | -4763780 |
Profit Factor | 3.332 | 6.3339 | 0.986 | 1.6618 | 3.547 | 0.7126 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.9753 | 41.4634 | 42.5 | 41.9753 | 41.4634 | 42.5 |
Ratio Avg Win / Avg Loss | 4.606 | 8.942 | 1.334 | 2.2972 | 5.0075 | 0.9641 |
Largest Winning Trade | 335193 | 335193 | 60562 | 6655406 | 6655406 | 2799676 |
Largest Losing Trade | -32945 | -32945 | -28868 | -2890953 | -1097763 | -2890953 |
Avg Bars in Trades | 65 | 68 | 63 | 65 | 68 | 63 |
Avg Bars in Winners | 110 | 120 | 101 | 110 | 120 | 101 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 5343 | 2802 | 2541 | 5343 | 2802 | 2541 |
Profit Streak | 44.1066 | 235.7732 | 0 | 44.1066 | 235.7732 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166442 | -147351 | -581999 | -14452 | 355217 | -583666 |
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{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1200490.9077852734, 1204543.3948481411, -4052.4870628681, 11509596.876239175, 14834616.511227652, -3325019.634988484 ], [ 1200.490908, 1204.543395, -4.052487, 11509.596876, 14834.616511, -3325.019635 ], [ 0.641175, 0.643339, -0.002164, 0.254253, 0.267739, 0 ], [ 5918.245485, 5918.245485, 5918.245485, 5918.245485, 5918.245485, 5918.245485 ], [ -104199, -93152, -93081, -5734919, -2356011, -4763780 ], [ 3.331977, 6.333899, 0.985976, 1.661768, 3.546952, 0.712561 ], [ 81, 41, 40, 81, 41, 40 ], [ 34, 17, 17, 34, 17, 17 ], [ 47, 24, 23, 47, 24, 23 ], [ 41.975309, 41.463415, 42.5, 41.975309, 41.463415, 42.5 ], [ 4.605969, 8.941975, 1.333967, 2.29715, 5.007461, 0.964053 ], [ 335193, 335193, 60562, 6655406, 6655406, 2799676 ], [ -32945, -32945, -28868, -2890953, -1097763, -2890953 ], [ 65, 68, 63, 65, 68, 63 ], [ 110, 120, 101, 110, 120, 101 ], [ 33, 31, 35, 33, 31, 35 ], [ 5343, 2802, 2541, 5343, 2802, 2541 ], [ 44.106555, 235.773222, 0, 44.106555, 235.773222, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166442, -147351, -581999, -14452, 355217, -583666 ] ] }
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{ "first_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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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