Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1564443.7427 | 330530.6744 | -1894974.417 | 12099578.3782 | -31707628.7945 | 43807207.1727 |
Total P&L (%) | -1564.4437 | 330.5307 | -1894.9744 | 12099.5784 | -31707.6288 | 43807.2072 |
Avg Daily Profit (%) | -0.6922 | 0.1463 | -0.8385 | 0.2128 | 0 | 0.2696 |
Buy And Hold Return (%) | 8887.5622 | 8887.5622 | 8887.5622 | 8887.5622 | 8887.5622 | 8887.5622 |
Max Trade Drawdown | -1808299 | -67962 | -1971871 | -89179266 | -35887806 | -54400084 |
Profit Factor | 0.3289 | 3.0653 | 0.1271 | 1.0952 | 0.5059 | 1.6963 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 22 | 21 | 37 | 18 | 19 |
Losing Trades | 26 | 12 | 14 | 32 | 16 | 16 |
Profitability (%) | 62.3188 | 64.7059 | 60 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 0.1988 | 1.672 | 0.0848 | 0.9472 | 0.4497 | 1.4285 |
Largest Winning Trade | 143178 | 143178 | 37184 | 47232157 | 9245991 | 47232157 |
Largest Losing Trade | -1808299 | -42687 | -1808299 | -14324428 | -11232755 | -14324428 |
Avg Bars in Trades | 92 | 80 | 104 | 92 | 80 | 104 |
Avg Bars in Winners | 81 | 61 | 102 | 88 | 68 | 108 |
Avg Bars in Losers | 110 | 114 | 108 | 97 | 93 | 100 |
Bars Traded | 6403 | 2730 | 3672 | 6403 | 2730 | 3672 |
Profit Streak | 125.8382 | 131.8382 | 125.8382 | 125.8382 | 131.8382 | 125.8382 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683795 | -154483 | -578532 | -266795 | -579062 | 390386 |
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{ "first_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "offset": 133 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 180, "offset": 133 } } }
# | 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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