Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636765.5624 | 575978.5276 | 60787.0348 | 1527774.363 | 9963965.8879 | -8436191.5248 |
Total P&L (%) | 636.7656 | 575.9785 | 60.787 | 1527.7744 | 9963.9659 | -8436.1915 |
Avg Daily Profit (%) | 0.2547 | 0.2304 | 0.0243 | 0.1116 | 0.1846 | 0 |
Buy And Hold Return (%) | 802.2343 | 802.2343 | 802.2343 | 802.2343 | 802.2343 | 802.2343 |
Max Trade Drawdown | -108382 | -71628 | -111825 | -8628512 | -1124233 | -9207058 |
Profit Factor | 2.3398 | 4.8558 | 1.1865 | 1.0996 | 5.2907 | 0.3518 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 66.6667 | 72.2222 | 61.1111 | 66.6667 | 72.2222 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.1699 | 1.8676 | 0.7551 | 0.5498 | 2.0349 | 0.2239 |
Largest Winning Trade | 108086 | 108086 | 53909 | 5036557 | 5036557 | 728012 |
Largest Losing Trade | -84604 | -46436 | -84604 | -6754015 | -804679 | -6754015 |
Avg Bars in Trades | 95 | 101 | 89 | 95 | 101 | 89 |
Avg Bars in Winners | 109 | 97 | 123 | 109 | 97 | 123 |
Avg Bars in Losers | 68 | 114 | 36 | 68 | 114 | 36 |
Bars Traded | 6882 | 3663 | 3219 | 6882 | 3663 | 3219 |
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 | -235267 | -146912 | -341739 | -245019 | 676544 | -579339 |
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{ "first_band": { "type": "jma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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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