Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452394.0143 | 360092.4394 | 92301.5749 | 34138.5787 | 825088.939 | -790950.3603 |
Total P&L (%) | 452.394 | 360.0924 | 92.3016 | 34.1386 | 825.0889 | -790.9504 |
Avg Daily Profit (%) | 0.245 | 0.195 | 0.05 | 0.0159 | 0.1206 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130465 | -66482 | -88731 | -947583 | -136484 | -899890 |
Profit Factor | 1.8197 | 2.4896 | 1.2976 | 1.0198 | 3.0044 | 0.3992 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 54.6667 | 52.6316 | 56.7568 | 54.6667 | 52.6316 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.509 | 2.2406 | 0.9886 | 0.8456 | 2.7039 | 0.3042 |
Largest Winning Trade | 177941 | 177941 | 54541 | 649283 | 649283 | 85049 |
Largest Losing Trade | -88731 | -41733 | -88731 | -899890 | -65969 | -899890 |
Avg Bars in Trades | 94 | 69 | 120 | 94 | 69 | 120 |
Avg Bars in Winners | 111 | 64 | 155 | 111 | 64 | 155 |
Avg Bars in Losers | 75 | 76 | 73 | 75 | 76 | 73 |
Bars Traded | 7107 | 2655 | 4453 | 7107 | 2655 | 4453 |
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 | -48936 | 456396 | -126873 | -435200 | -25555 | -579896 |
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 165, "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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