Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986537.8337 | 815672.7703 | 170865.0634 | 27465168.5091 | 45738555.3726 | -18273386.8635 |
Total P&L (%) | 986.5378 | 815.6728 | 170.8651 | 27465.1685 | 45738.5554 | -18273.3869 |
Avg Daily Profit (%) | 0.3944 | 0.3261 | 0.0683 | 0.2249 | 0.2453 | 0 |
Buy And Hold Return (%) | 837.8529 | 837.8529 | 837.8529 | 837.8529 | 837.8529 | 837.8529 |
Max Trade Drawdown | -91619 | -78007 | -62746 | -24510617 | -10640620 | -28948107 |
Profit Factor | 3.319 | 5.2851 | 1.7269 | 1.4477 | 3.6587 | 0.5861 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 60 | 57.5 | 62.5 | 60 | 57.5 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2126 | 3.9064 | 1.0361 | 0.9651 | 2.7043 | 0.3517 |
Largest Winning Trade | 170481 | 170481 | 63775 | 24736723 | 24736723 | 3397033 |
Largest Losing Trade | -62452 | -37465 | -62452 | -24510617 | -4720715 | -24510617 |
Avg Bars in Trades | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Winners | 67 | 71 | 62 | 67 | 71 | 62 |
Avg Bars in Losers | 46 | 56 | 34 | 46 | 56 | 34 |
Bars Traded | 4706 | 2616 | 2090 | 4706 | 2616 | 2090 |
Profit Streak | 0 | 0 | 86.8031 | 0 | 0 | 86.8031 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116726 | -147658 | -263141 | -14633 | 584506 | -578571 |
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{ "first_band": { "type": "jma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "jma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 118, "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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