Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577241.8392 | 420309.7215 | 156932.1178 | 1611101.7494 | 1695178.3527 | -84076.6033 |
Total P&L (%) | 577.2418 | 420.3097 | 156.9321 | 1611.1017 | 1695.1784 | -84.0766 |
Avg Daily Profit (%) | 0.2309 | 0.1681 | 0.0628 | 0.1137 | 0.1156 | -0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150128 | -136653 | -80432 | -2514890 | -1518536 | -1310296 |
Profit Factor | 1.8817 | 2.2882 | 1.4779 | 1.2465 | 1.5915 | 0.9771 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 45.614 | 40.3509 | 50.8772 | 45.614 | 40.3509 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.2436 | 3.3826 | 1.4269 | 1.4862 | 2.3527 | 0.9434 |
Largest Winning Trade | 179097 | 179097 | 54534 | 866523 | 866523 | 413865 |
Largest Losing Trade | -31452 | -21145 | -31452 | -764404 | -431753 | -764404 |
Avg Bars in Trades | 85 | 68 | 103 | 85 | 68 | 103 |
Avg Bars in Winners | 128 | 105 | 147 | 128 | 105 | 147 |
Avg Bars in Losers | 49 | 43 | 57 | 49 | 43 | 57 |
Bars Traded | 9770 | 3890 | 5880 | 9770 | 3890 | 5880 |
Profit Streak | 29.5603 | 29.5603 | 33.8103 | 29.5603 | 29.5603 | 33.8103 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413123 | -171562 | -287330 | -41477 | -218566 | -760178 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 56, "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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