Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943842.0842 | 677856.9908 | 265985.0934 | 11790187.9741 | -177410.4172 | 11967598.3913 |
Total P&L (%) | 943.8421 | 677.857 | 265.9851 | 11790.188 | -177.4104 | 11967.5984 |
Avg Daily Profit (%) | 0.4006 | 0.2877 | 0.1129 | 0.203 | 0 | 0.2037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137421 | -64459 | -173719 | -7466252 | -5898664 | -4752246 |
Profit Factor | 2.0199 | 2.6278 | 1.5226 | 1.497 | 0.9862 | 2.0991 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 50.7937 | 44.2105 | 57.4468 | 50.7937 | 44.2105 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.9568 | 3.316 | 1.1278 | 1.4502 | 1.2445 | 1.5549 |
Largest Winning Trade | 132050 | 132050 | 62897 | 3944975 | 3188678 | 3944975 |
Largest Losing Trade | -64738 | -30562 | -64738 | -3271557 | -2642885 | -3271557 |
Avg Bars in Trades | 73 | 58 | 88 | 73 | 58 | 88 |
Avg Bars in Winners | 97 | 74 | 114 | 97 | 74 | 114 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 13940 | 5588 | 8352 | 13940 | 5588 | 8352 |
Profit Streak | 0 | 0 | 16.8092 | 0 | 0 | 16.8092 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528616 | 404901 | -39092 | 375986 | -581663 | 496469 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 80, "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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