Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305369.2408 | 316489.2338 | -11119.993 | -45606.5481 | 182866.9659 | -228473.5141 |
Total P&L (%) | 305.3692 | 316.4892 | -11.12 | -45.6065 | 182.867 | -228.4735 |
Avg Daily Profit (%) | 0.1626 | 0.1685 | -0.0059 | -0.0324 | 0.0554 | 0 |
Buy And Hold Return (%) | 34.5139 | 34.5139 | 34.5139 | 34.5139 | 34.5139 | 34.5139 |
Max Trade Drawdown | -164371 | -108622 | -173733 | -207102 | -101992 | -254663 |
Profit Factor | 1.3774 | 1.8075 | 0.9733 | 0.9366 | 1.6544 | 0.4808 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 46.789 | 42.5926 | 50.9091 | 46.789 | 42.5926 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.5665 | 2.4362 | 0.9386 | 1.0652 | 2.2298 | 0.4636 |
Largest Winning Trade | 214770 | 214770 | 40840 | 154949 | 154949 | 19727 |
Largest Losing Trade | -76130 | -37978 | -76130 | -135949 | -51320 | -135949 |
Avg Bars in Trades | 63 | 72 | 55 | 63 | 72 | 55 |
Avg Bars in Winners | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Losers | 58 | 72 | 43 | 58 | 72 | 43 |
Bars Traded | 6954 | 3900 | 3054 | 6954 | 3900 | 3054 |
Profit Streak | 37.1384 | 0 | 39.6384 | 37.1384 | 0 | 39.6384 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307965 | -172155 | -760168 | -579525 | -299908 | -760168 |
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{ "first_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "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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