Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063394.4339 | 1001900.7767 | 61493.6572 | 1406255.7409 | 1114927.0858 | 291328.655 |
Total P&L (%) | 1063.3944 | 1001.9008 | 61.4937 | 1406.2557 | 1114.9271 | 291.3287 |
Avg Daily Profit (%) | 0.5104 | 0.4809 | 0.0295 | 0.1303 | 0.1199 | 0.0655 |
Buy And Hold Return (%) | 256.8246 | 256.8246 | 256.8246 | 256.8246 | 256.8246 | 256.8246 |
Max Trade Drawdown | -127220 | -128441 | -53645 | -4775960 | -3854758 | -2105802 |
Profit Factor | 2.45 | 2.8688 | 1.3118 | 1.071 | 1.0757 | 1.0575 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 38.9706 | 27.9412 | 50 | 38.9706 | 27.9412 | 50 |
Ratio Avg Win / Avg Loss | 3.8368 | 7.3984 | 1.3118 | 1.6773 | 2.7742 | 1.0575 |
Largest Winning Trade | 589628 | 589628 | 42498 | 3064548 | 3064548 | 709571 |
Largest Losing Trade | -31339 | -31339 | -17914 | -1389412 | -1389412 | -1125429 |
Avg Bars in Trades | 179 | 302 | 57 | 179 | 302 | 57 |
Avg Bars in Winners | 275 | 655 | 63 | 275 | 655 | 63 |
Avg Bars in Losers | 118 | 165 | 50 | 118 | 165 | 50 |
Bars Traded | 24431 | 20548 | 3883 | 24431 | 20548 | 3883 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336000 | -112704 | -428252 | -164908 | -296834 | -495907 |
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{ "first_band": { "type": "dcl", "factors": { "length": 129, "offset": 76 } }, "second_band": { "type": "jma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 129, "offset": 76 } }, "second_band": { "type": "jma", "factors": { "length": 167, "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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