Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002672.4934 | 917425.4457 | 85247.0477 | 1556613.1983 | 10317718.7117 | -8761105.5134 |
Total P&L (%) | 1002.6725 | 917.4254 | 85.247 | 1556.6132 | 10317.7187 | -8761.1055 |
Avg Daily Profit (%) | 0.4325 | 0.3957 | 0.0368 | 0.1212 | 0.2006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168807 | -92970 | -153281 | -13017180 | -4117188 | -10694833 |
Profit Factor | 2.479 | 3.8303 | 1.2409 | 1.0572 | 1.9129 | 0.4499 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.8442 | 53.8462 | 57.8947 | 55.8442 | 53.8462 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.9601 | 3.2831 | 0.9025 | 0.8359 | 1.6396 | 0.3272 |
Largest Winning Trade | 355045 | 355045 | 83893 | 10729336 | 10729336 | 1090354 |
Largest Losing Trade | -64121 | -31158 | -64121 | -6534896 | -1834704 | -6534896 |
Avg Bars in Trades | 83 | 65 | 101 | 83 | 65 | 101 |
Avg Bars in Winners | 111 | 82 | 138 | 111 | 82 | 138 |
Avg Bars in Losers | 48 | 46 | 51 | 48 | 46 | 51 |
Bars Traded | 6433 | 2571 | 3862 | 6433 | 2571 | 3862 |
Profit Streak | 61.9027 | 61.9027 | 313.9027 | 61.9027 | 61.9027 | 313.9027 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29517 | 638157 | -143339 | -234412 | 459137 | -578395 |
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 59, "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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