Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967410.5566 | 958438.8806 | 8971.676 | 531460.9253 | 594348.8136 | -62887.8882 |
Total P&L (%) | 967.4106 | 958.4389 | 8.9717 | 531.4609 | 594.3488 | -62.8879 |
Avg Daily Profit (%) | 0.3867 | 0.3831 | 0.0036 | 0.0737 | 0.0775 | -0.0396 |
Buy And Hold Return (%) | 396.3686 | 396.3686 | 396.3686 | 396.3686 | 396.3686 | 396.3686 |
Max Trade Drawdown | -117414 | -139761 | -35169 | -1942322 | -2043043 | -567451 |
Profit Factor | 2.6876 | 3.2324 | 1.0623 | 1.094 | 1.1394 | 0.9548 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 54.8387 | 50 | 59.5745 | 54.8387 | 50 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.2133 | 3.2324 | 0.7209 | 0.901 | 1.1394 | 0.6479 |
Largest Winning Trade | 670581 | 670581 | 13196 | 1804810 | 1804810 | 227742 |
Largest Losing Trade | -44781 | -44781 | -23271 | -666438 | -666438 | -408240 |
Avg Bars in Trades | 78 | 143 | 14 | 78 | 143 | 14 |
Avg Bars in Winners | 83 | 167 | 14 | 83 | 167 | 14 |
Avg Bars in Losers | 71 | 119 | 14 | 71 | 119 | 14 |
Bars Traded | 7284 | 6608 | 676 | 7284 | 6608 | 676 |
Profit Streak | 84.8365 | 84.8365 | 158.1698 | 84.8365 | 84.8365 | 158.1698 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469759 | 443186 | -504468 | -270423 | -165980 | -577825 |
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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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