Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426798.9079 | 1373231.0405 | 53567.8673 | 2916821.9051 | 4126423.1444 | -1209601.2394 |
Total P&L (%) | 1426.7989 | 1373.231 | 53.5679 | 2916.8219 | 4126.4231 | -1209.6012 |
Avg Daily Profit (%) | 0.63 | 0.6064 | 0.0237 | 0.1505 | 0.1655 | 0 |
Buy And Hold Return (%) | 469.9605 | 469.9605 | 469.9605 | 469.9605 | 469.9605 | 469.9605 |
Max Trade Drawdown | -173775 | -72672 | -143977 | -4525809 | -2691013 | -3218654 |
Profit Factor | 3.6405 | 6.1481 | 1.1958 | 1.1961 | 1.5776 | 0.8435 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 39.3443 | 32.2581 | 46.6667 | 39.3443 | 32.2581 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.6124 | 12.9109 | 1.3666 | 1.844 | 3.3129 | 0.964 |
Largest Winning Trade | 878160 | 878160 | 58314 | 3674991 | 3674991 | 1677397 |
Largest Losing Trade | -65089 | -29779 | -65089 | -2761896 | -1136297 | -2761896 |
Avg Bars in Trades | 99 | 66 | 133 | 99 | 66 | 133 |
Avg Bars in Winners | 187 | 129 | 229 | 187 | 129 | 229 |
Avg Bars in Losers | 41 | 36 | 49 | 41 | 36 | 49 |
Bars Traded | 6056 | 2061 | 3994 | 6056 | 2061 | 3994 |
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 | -154989 | 357093 | -333557 | -167054 | 132988 | -582121 |
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 28, "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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