Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560101.8635 | 543845.0781 | 16256.7854 | 168048.0809 | 147562.6905 | 20485.3904 |
Total P&L (%) | 560.1019 | 543.8451 | 16.2568 | 168.0481 | 147.5627 | 20.4854 |
Avg Daily Profit (%) | 1.0754 | 1.0442 | 0.0312 | 0.1895 | 0.1742 | 0.0358 |
Buy And Hold Return (%) | 90.0706 | 90.0706 | 90.0706 | 90.0706 | 90.0706 | 90.0706 |
Max Trade Drawdown | -68123 | -60483 | -8809 | -239025 | -217705 | -24730 |
Profit Factor | 3.2726 | 3.4859 | 1.5872 | 1.3167 | 1.3189 | 1.3018 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 46.988 | 34.1463 | 59.5238 | 46.988 | 34.1463 | 59.5238 |
Ratio Avg Win / Avg Loss | 3.6922 | 6.7228 | 1.0793 | 1.4855 | 2.5436 | 0.8852 |
Largest Winning Trade | 618279 | 618279 | 6357 | 321017 | 321017 | 25278 |
Largest Losing Trade | -27976 | -27976 | -4235 | -118315 | -118315 | -12902 |
Avg Bars in Trades | 283 | 550 | 23 | 283 | 550 | 23 |
Avg Bars in Winners | 288 | 764 | 21 | 288 | 764 | 21 |
Avg Bars in Losers | 279 | 439 | 26 | 279 | 439 | 26 |
Bars Traded | 23556 | 22569 | 987 | 23556 | 22569 | 987 |
Profit Streak | 8.0605 | 0 | 39.3105 | 8.0605 | 0 | 39.3105 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604680 | 457415 | -312355 | -2410 | -7287 | -309945 |
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{ "first_band": { "type": "dcl", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 210, "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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