Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2892180.0359 | -137373.5526 | -2754806.4833 | 3908122.9879 | -27180709.7773 | 31088832.7652 |
Total P&L (%) | -2892.18 | -137.3736 | -2754.8065 | 3908.123 | -27180.7098 | 31088.8328 |
Avg Daily Profit (%) | -1.6163 | -0.0768 | -1.5396 | 0.2065 | 0 | 0.3215 |
Buy And Hold Return (%) | 289.9762 | 289.9762 | 289.9762 | 289.9762 | 289.9762 | 289.9762 |
Max Trade Drawdown | -2976819 | -198306 | -1851062 | -33287447 | -39498184 | -13839583 |
Profit Factor | 0.1625 | 0.617 | 0.1099 | 1.047 | 0.4902 | 2.0394 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 19 | 26 | 43 | 19 | 24 |
Losing Trades | 42 | 25 | 17 | 44 | 25 | 19 |
Profitability (%) | 51.7241 | 43.1818 | 60.4651 | 49.4253 | 43.1818 | 55.814 |
Ratio Avg Win / Avg Loss | 0.1517 | 0.8119 | 0.0718 | 1.0713 | 0.6449 | 1.6145 |
Largest Winning Trade | 39497 | 39497 | 34819 | 28191435 | 9541065 | 28191435 |
Largest Losing Trade | -1836956 | -33875 | -1836956 | -9508520 | -9508520 | -8489306 |
Avg Bars in Trades | 116 | 91 | 142 | 116 | 91 | 142 |
Avg Bars in Winners | 83 | 57 | 103 | 102 | 67 | 130 |
Avg Bars in Losers | 151 | 116 | 203 | 130 | 108 | 158 |
Bars Traded | 10145 | 4006 | 6139 | 10145 | 4006 | 6139 |
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 | -580322 | -583371 | -579370 | -160770 | -583371 | 495235 |
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 207, "offset": 131 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 207, "offset": 131 } } }
# | 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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