Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689035.1471 | 418771.9544 | 270263.1927 | 4479120.3825 | 1233661.1024 | 3245459.2801 |
Total P&L (%) | 689.0351 | 418.772 | 270.2632 | 4479.1204 | 1233.6611 | 3245.4593 |
Avg Daily Profit (%) | 0.392 | 0.2383 | 0.1538 | 0.2178 | 0.1475 | 0.1999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174737 | -125261 | -61075 | -1802342 | -1225734 | -576607 |
Profit Factor | 1.9892 | 2.0462 | 1.9121 | 1.7646 | 1.3298 | 2.5332 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 53.3333 | 50.6024 | 56.0976 | 53.3333 | 50.6024 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.7405 | 1.9975 | 1.4964 | 1.5441 | 1.2981 | 1.9825 |
Largest Winning Trade | 229755 | 229755 | 60887 | 1046708 | 914298 | 1046708 |
Largest Losing Trade | -27585 | -27585 | -24484 | -832567 | -832567 | -576607 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 35 | 24 | 45 | 35 | 24 | 45 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 5125 | 1967 | 3158 | 5125 | 1967 | 3158 |
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 | 531171 | 427010 | 218797 | 461968 | 164019 | 331141 |
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{ "first_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 48, "offset": 1 } } }
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# | 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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