Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446564.8342 | 362477.6695 | 84087.1647 | 2151820.2129 | 2383330.8169 | -231510.604 |
Total P&L (%) | 446.5648 | 362.4777 | 84.0872 | 2151.8202 | 2383.3308 | -231.5106 |
Avg Daily Profit (%) | 0.4287 | 0.348 | 0.0807 | 0.2994 | 0.3089 | 0 |
Buy And Hold Return (%) | 361.0678 | 361.0678 | 361.0678 | 361.0678 | 361.0678 | 361.0678 |
Max Trade Drawdown | -75869 | -42895 | -57010 | -3575831 | -1800267 | -2430812 |
Profit Factor | 1.3785 | 1.6908 | 1.1284 | 1.1016 | 1.2332 | 0.9789 |
Total Trades | 688 | 344 | 344 | 688 | 344 | 344 |
Winning Trades | 386 | 186 | 200 | 386 | 186 | 200 |
Losing Trades | 302 | 158 | 144 | 302 | 158 | 144 |
Profitability (%) | 56.1047 | 54.0698 | 58.1395 | 56.1047 | 54.0698 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0785 | 1.4362 | 0.8124 | 0.8619 | 1.0475 | 0.7048 |
Largest Winning Trade | 44105 | 44105 | 18427 | 1249733 | 1249733 | 428706 |
Largest Losing Trade | -29272 | -20949 | -29272 | -1176494 | -740895 | -1176494 |
Avg Bars in Trades | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Winners | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 24758 | 11689 | 13068 | 24758 | 11689 | 13068 |
Profit Streak | 0 | 0 | 7.1368 | 0 | 0 | 7.1368 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77585 | -151814 | -328972 | -97803 | 365330 | -577797 |
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 177, "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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