Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076953.9213 | 949837.9311 | 127115.9902 | 5479969.6438 | 7264059.794 | -1784090.1502 |
Total P&L (%) | 1076.9539 | 949.8379 | 127.116 | 5479.9696 | 7264.0598 | -1784.0902 |
Avg Daily Profit (%) | 0.4659 | 0.4109 | 0.055 | 0.1742 | 0.1862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183099 | -112596 | -140627 | -18800230 | -14322991 | -15103838 |
Profit Factor | 2.5751 | 4.0066 | 1.3456 | 1.0863 | 1.2202 | 0.9415 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 45.4545 | 46.5116 | 45.977 | 45.4545 | 46.5116 |
Ratio Avg Win / Avg Loss | 3.0257 | 4.8079 | 1.5474 | 1.2764 | 1.4642 | 1.0828 |
Largest Winning Trade | 489038 | 489038 | 81724 | 12276796 | 12276796 | 5278861 |
Largest Losing Trade | -37964 | -33904 | -37964 | -4798310 | -4798310 | -3306982 |
Avg Bars in Trades | 74 | 59 | 88 | 74 | 59 | 88 |
Avg Bars in Winners | 111 | 82 | 139 | 111 | 82 | 139 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 6439 | 2624 | 3815 | 6439 | 2624 | 3815 |
Profit Streak | 9.213 | 9.213 | 9.8797 | 9.213 | 9.213 | 9.8797 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540053 | 571141 | -118645 | -118015 | 233046 | -579753 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 46, "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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