Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8412792.4191 | 144733.1065 | -8557525.5256 | 47039372.9672 | -31932634.4998 | 78972007.467 |
Total P&L (%) | -8412.7924 | 144.7331 | -8557.5255 | 47039.373 | -31932.6345 | 78972.0075 |
Avg Daily Profit (%) | -3.7249 | 0.0641 | -3.789 | 0.2729 | 0 | 0.2959 |
Buy And Hold Return (%) | 10229.4599 | 10229.4599 | 10229.4599 | 10229.4599 | 10229.4599 | 10229.4599 |
Max Trade Drawdown | -8569745 | -57191 | -8620212 | -52222441 | -55666664 | -42369010 |
Profit Factor | 0.0647 | 1.8106 | 0.0293 | 1.3072 | 0.6072 | 2.0995 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 51.5625 | 53.125 | 50 | 51.5625 | 53.125 | 50 |
Ratio Avg Win / Avg Loss | 0.0607 | 1.5976 | 0.0293 | 1.228 | 0.5358 | 2.0995 |
Largest Winning Trade | 79194 | 79194 | 41315 | 105265360 | 12529385 | 105265360 |
Largest Losing Trade | -8475671 | -31342 | -8475671 | -22962828 | -22962828 | -21354971 |
Avg Bars in Trades | 65 | 53 | 78 | 65 | 53 | 78 |
Avg Bars in Winners | 53 | 48 | 58 | 65 | 57 | 72 |
Avg Bars in Losers | 78 | 58 | 97 | 66 | 47 | 83 |
Bars Traded | 4201 | 1701 | 2500 | 4201 | 1701 | 2500 |
Profit Streak | 124.6605 | 124.6605 | 230.6605 | 124.6605 | 124.6605 | 366.1605 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -723116 | -268765 | -579454 | -135239 | -579839 | 510442 |
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{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 7, "offset": 117 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 7, "offset": 117 } } }
# | 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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