Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790519.985 | 876868.5039 | -86348.519 | 7723.1773 | 69250.0478 | -61526.8705 |
Total P&L (%) | 790.52 | 876.8685 | -86.3485 | 7.7232 | 69.25 | -61.5269 |
Avg Daily Profit (%) | 0.3158 | 0.3503 | -0.0345 | 0.003 | 0.021 | -0.0382 |
Buy And Hold Return (%) | 258.3722 | 258.3722 | 258.3722 | 258.3722 | 258.3722 | 258.3722 |
Max Trade Drawdown | -202339 | -178533 | -91248 | -336676 | -306508 | -77121 |
Profit Factor | 2.3908 | 3.3146 | 0.5445 | 1.0116 | 1.1377 | 0.619 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 42.5287 | 39.5349 | 45.4545 | 42.5287 | 39.5349 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2308 | 5.0694 | 0.6534 | 1.3671 | 1.74 | 0.7428 |
Largest Winning Trade | 673412 | 673412 | 12495 | 316254 | 316254 | 20086 |
Largest Losing Trade | -44588 | -44588 | -39918 | -149888 | -149888 | -29330 |
Avg Bars in Trades | 149 | 279 | 22 | 149 | 279 | 22 |
Avg Bars in Winners | 168 | 350 | 14 | 168 | 350 | 14 |
Avg Bars in Losers | 135 | 233 | 28 | 135 | 233 | 28 |
Bars Traded | 13004 | 12030 | 974 | 13004 | 12030 | 974 |
Profit Streak | 16.9788 | 0 | 161.3121 | 16.9788 | 0 | 161.3121 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303172 | 319661 | -581243 | -564463 | -402518 | -581243 |
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{ "first_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 240, "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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