Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7413722.2678 | 7386314.7176 | 27407.5501 | 4881314.8486 | 1986641.2918 | 2894673.5568 |
Total P&L (%) | 7413.7223 | 7386.3147 | 27.4076 | 4881.3148 | 1986.6413 | 2894.6736 |
Avg Daily Profit (%) | 3.7767 | 3.7628 | 0.014 | 0.1993 | 0.1549 | 0.1733 |
Buy And Hold Return (%) | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 | 1780.0793 |
Max Trade Drawdown | -76661 | -78127 | -40320 | -7282950 | -8191470 | -845496 |
Profit Factor | 20.2543 | 24.7545 | 1.3699 | 1.2198 | 1.1004 | 2.1911 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 54.0984 | 43.3333 | 64.5161 | 54.0984 | 43.3333 | 64.5161 |
Ratio Avg Win / Avg Loss | 17.1855 | 32.3712 | 0.7534 | 1.035 | 1.439 | 1.2051 |
Largest Winning Trade | 7301112 | 7301112 | 14263 | 5670364 | 5670364 | 935746 |
Largest Losing Trade | -56964 | -56964 | -34029 | -4959879 | -4959879 | -595841 |
Avg Bars in Trades | 177 | 337 | 23 | 177 | 337 | 23 |
Avg Bars in Winners | 212 | 513 | 17 | 212 | 513 | 17 |
Avg Bars in Losers | 136 | 202 | 34 | 136 | 202 | 34 |
Bars Traded | 10839 | 10111 | 728 | 10839 | 10111 | 728 |
Profit Streak | 423.1329 | 0 | 445.1329 | 423.1329 | 0 | 445.1329 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142680 | 703318 | -338419 | -160598 | -234698 | 150876 |
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 139, "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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