Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2844108.0802 | 2764301.878 | 79806.2023 | 36983506.4116 | 34599512.6749 | 2383993.7366 |
Total P&L (%) | 2844.1081 | 2764.3019 | 79.8062 | 36983.5064 | 34599.5127 | 2383.9937 |
Avg Daily Profit (%) | 1.5284 | 1.4855 | 0.0429 | 0.3184 | 0.3148 | 0.1728 |
Buy And Hold Return (%) | 8281.12 | 8281.12 | 8281.12 | 8281.12 | 8281.12 | 8281.12 |
Max Trade Drawdown | -76980 | -78888 | -78827 | -13133736 | -9202390 | -13657721 |
Profit Factor | 7.5275 | 12.4621 | 1.4102 | 1.7772 | 2.3807 | 1.1058 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 58.0247 | 60 | 56.0976 | 58.0247 | 60 | 56.0976 |
Ratio Avg Win / Avg Loss | 5.4454 | 8.3081 | 1.1037 | 1.2856 | 1.5871 | 0.8654 |
Largest Winning Trade | 1989154 | 1989154 | 68678 | 17557631 | 17557631 | 3413852 |
Largest Losing Trade | -56000 | -56000 | -30294 | -7714216 | -6134426 | -7714216 |
Avg Bars in Trades | 128 | 202 | 56 | 128 | 202 | 56 |
Avg Bars in Winners | 154 | 246 | 58 | 154 | 246 | 58 |
Avg Bars in Losers | 93 | 136 | 54 | 93 | 136 | 54 |
Bars Traded | 10415 | 8098 | 2318 | 10415 | 8098 | 2318 |
Profit Streak | 0 | 162.4572 | 0 | 0 | 162.4572 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158410 | -141198 | -299817 | -5458 | 496098 | -262920 |
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{ "first_band": { "type": "jma", "factors": { "length": 54, "offset": 201 } }, "second_band": { "type": "dcu", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 54, "offset": 201 } }, "second_band": { "type": "dcu", "factors": { "length": 130, "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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