Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331576.0401 | 1270306.1435 | 61269.8967 | 1897348.3434 | 1348548.6484 | 548799.6949 |
Total P&L (%) | 1331.576 | 1270.3061 | 61.2699 | 1897.3483 | 1348.5486 | 548.7997 |
Avg Daily Profit (%) | 0.7336 | 0.6998 | 0.0338 | 0.1651 | 0.1474 | 0.1031 |
Buy And Hold Return (%) | 736.1418 | 736.1418 | 736.1418 | 736.1418 | 736.1418 | 736.1418 |
Max Trade Drawdown | -133942 | -117667 | -29663 | -1818347 | -1753909 | -457740 |
Profit Factor | 3.1544 | 3.625 | 1.4567 | 1.2575 | 1.2253 | 1.3972 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 57.265 | 55.1724 | 59.322 | 57.265 | 55.1724 | 59.322 |
Ratio Avg Win / Avg Loss | 2.354 | 2.9453 | 0.9989 | 0.9385 | 0.9955 | 0.9581 |
Largest Winning Trade | 736585 | 736585 | 21429 | 1465592 | 1465592 | 212177 |
Largest Losing Trade | -45977 | -45977 | -27495 | -1019338 | -1019338 | -314137 |
Avg Bars in Trades | 60 | 114 | 6 | 60 | 114 | 6 |
Avg Bars in Winners | 66 | 132 | 6 | 66 | 132 | 6 |
Avg Bars in Losers | 52 | 93 | 7 | 52 | 93 | 7 |
Bars Traded | 7065 | 6669 | 396 | 7065 | 6669 | 396 |
Profit Streak | 0 | 72.0394 | 0 | 0 | 72.0394 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421749 | -168448 | -489399 | 131855 | -184773 | -396927 |
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 63, "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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