Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085081.5037 | 894030.9159 | 191050.5878 | 56269268.7742 | 123139631.6674 | -66870362.8932 |
Total P&L (%) | 1085.0815 | 894.0309 | 191.0506 | 56269.2688 | 123139.6317 | -66870.3629 |
Avg Daily Profit (%) | 0.4339 | 0.3575 | 0.0764 | 0.2536 | 0.285 | 0 |
Buy And Hold Return (%) | 862.9371 | 862.9371 | 862.9371 | 862.9371 | 862.9371 | 862.9371 |
Max Trade Drawdown | -99944 | -79123 | -108005 | -93351422 | -13020603 | -96692069 |
Profit Factor | 3.5281 | 5.7443 | 1.7935 | 1.3755 | 5.0612 | 0.4406 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 56.25 | 57.5 | 55 | 56.25 | 57.5 | 55 |
Ratio Avg Win / Avg Loss | 2.7441 | 4.2458 | 1.4674 | 1.0698 | 3.7409 | 0.3605 |
Largest Winning Trade | 174390 | 174390 | 69377 | 70980143 | 70980143 | 10318031 |
Largest Losing Trade | -62452 | -47385 | -62452 | -75875465 | -9575450 | -75875465 |
Avg Bars in Trades | 85 | 97 | 74 | 85 | 97 | 74 |
Avg Bars in Winners | 98 | 103 | 93 | 98 | 103 | 93 |
Avg Bars in Losers | 69 | 89 | 51 | 69 | 89 | 51 |
Bars Traded | 6878 | 3893 | 2985 | 6878 | 3893 | 2985 |
Profit Streak | 64.0137 | 236.347 | 0 | 64.0137 | 236.347 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91344 | -134464 | -253750 | -13367 | 683382 | -580101 |
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 140, "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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