Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150383.6614 | 304113.5943 | -153729.933 | -101616.7843 | 2685.0169 | -104301.8012 |
Total P&L (%) | 150.3837 | 304.1136 | -153.7299 | -101.6168 | 2.685 | -104.3018 |
Avg Daily Profit (%) | 0.0812 | 0.1642 | -0.083 | 0 | 0.0014 | 0 |
Buy And Hold Return (%) | 13.4337 | 13.4337 | 13.4337 | 13.4337 | 13.4337 | 13.4337 |
Max Trade Drawdown | -342546 | -97847 | -287569 | -103256 | -3827 | -68887 |
Profit Factor | 1.1707 | 1.8468 | 0.7055 | 0.1742 | 1.2384 | 0.0671 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 18 | 18 | 34 | 18 | 16 |
Losing Trades | 38 | 19 | 19 | 40 | 19 | 21 |
Profitability (%) | 48.6486 | 48.6486 | 48.6486 | 45.9459 | 48.6486 | 43.2432 |
Ratio Avg Win / Avg Loss | 1.2357 | 1.9494 | 0.7447 | 0.205 | 1.3072 | 0.088 |
Largest Winning Trade | 205995 | 205995 | 72045 | 4848 | 4848 | 1508 |
Largest Losing Trade | -114477 | -57378 | -114477 | -38829 | -2242 | -38829 |
Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
Avg Bars in Winners | 47 | 44 | 50 | 46 | 62 | 28 |
Avg Bars in Losers | 45 | 59 | 32 | 46 | 42 | 50 |
Bars Traded | 3457 | 1929 | 1528 | 3457 | 1929 | 1528 |
Profit Streak | 0 | 0 | 0 | 5.0334 | 70.5334 | 5.0334 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -186630 | 370786 | -581298 | -649669 | -355965 | -582405 |
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{ "first_band": { "type": "jma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 107, "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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