Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704468.7401 | 523731.6094 | 180737.1308 | 1924583.9049 | 693804.647 | 1230779.2579 |
Total P&L (%) | 704.4687 | 523.7316 | 180.7371 | 1924.5839 | 693.8046 | 1230.7793 |
Avg Daily Profit (%) | 0.3645 | 0.271 | 0.0935 | 0.1558 | 0.1072 | 0.134 |
Buy And Hold Return (%) | 10.7841 | 10.7841 | 10.7841 | 10.7841 | 10.7841 | 10.7841 |
Max Trade Drawdown | -113876 | -62731 | -166743 | -857953 | -662587 | -400486 |
Profit Factor | 1.7583 | 2.461 | 1.3168 | 1.4649 | 1.396 | 1.5155 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 55.4974 | 54.1667 | 56.8421 | 55.4974 | 54.1667 | 56.8421 |
Ratio Avg Win / Avg Loss | 1.41 | 2.0824 | 0.9998 | 1.1747 | 1.1812 | 1.1507 |
Largest Winning Trade | 112271 | 112271 | 56384 | 510461 | 261909 | 510461 |
Largest Losing Trade | -76772 | -30289 | -76772 | -349586 | -241498 | -349586 |
Avg Bars in Trades | 29 | 21 | 38 | 29 | 21 | 38 |
Avg Bars in Winners | 36 | 22 | 49 | 36 | 22 | 49 |
Avg Bars in Losers | 22 | 19 | 24 | 22 | 19 | 24 |
Bars Traded | 5716 | 2022 | 3694 | 5716 | 2022 | 3694 |
Profit Streak | 0 | 0 | 24.3344 | 0 | 0 | 24.3344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491650 | 498755 | -68466 | 386706 | -48200 | -11170 |
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 45, "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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