Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2000534.8106 | -38526.5266 | -1962008.284 | -1773261.7371 | -11273145.8105 | 9499884.0734 |
Total P&L (%) | -2000.5348 | -38.5265 | -1962.0083 | -1773.2617 | -11273.1458 | 9499.8841 |
Avg Daily Profit (%) | -1.1014 | -0.0212 | -1.0802 | 0 | 0 | 0.2516 |
Buy And Hold Return (%) | 590.879 | 590.879 | 590.879 | 590.879 | 590.879 | 590.879 |
Max Trade Drawdown | -2087132 | -173773 | -1994741 | -22558901 | -16628333 | -8679369 |
Profit Factor | 0.2441 | 0.8888 | 0.147 | 0.9619 | 0.5313 | 1.4231 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 25 | 26 | 40 | 20 | 20 |
Losing Trades | 38 | 20 | 18 | 49 | 25 | 24 |
Profitability (%) | 57.3034 | 55.5556 | 59.0909 | 44.9438 | 44.4444 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.1819 | 0.711 | 0.1018 | 1.1783 | 0.6642 | 1.7078 |
Largest Winning Trade | 46998 | 33382 | 46998 | 22277099 | 3321332 | 22277099 |
Largest Losing Trade | -1431888 | -75953 | -1431888 | -14490160 | -14490160 | -7300402 |
Avg Bars in Trades | 120 | 133 | 107 | 120 | 133 | 107 |
Avg Bars in Winners | 74 | 69 | 78 | 125 | 137 | 113 |
Avg Bars in Losers | 182 | 213 | 147 | 116 | 130 | 102 |
Bars Traded | 10724 | 6008 | 4716 | 10724 | 6008 | 4716 |
Profit Streak | 1.952 | 64.2853 | 0 | 0 | 0 | 9.7853 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581711 | -578550 | -579541 | -580840 | -582872 | 337737 |
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{ "first_band": { "type": "jma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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