Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474702.0319 | 453025.744 | 21676.2879 | 169853.6599 | 323593.8087 | -153740.1488 |
Total P&L (%) | 474.702 | 453.0257 | 21.6763 | 169.8537 | 323.5938 | -153.7401 |
Avg Daily Profit (%) | 0.1898 | 0.1812 | 0.0087 | 0.0397 | 0.0577 | 0 |
Buy And Hold Return (%) | 25.4503 | 25.4503 | 25.4503 | 25.4503 | 25.4503 | 25.4503 |
Max Trade Drawdown | -109609 | -70989 | -163777 | -655613 | -442387 | -316069 |
Profit Factor | 1.4606 | 1.987 | 1.0379 | 1.0578 | 1.2221 | 0.8963 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Profitability (%) | 43.5233 | 46.3918 | 40.625 | 43.5233 | 46.3918 | 40.625 |
Ratio Avg Win / Avg Loss | 1.8953 | 2.296 | 1.517 | 1.3726 | 1.4122 | 1.31 |
Largest Winning Trade | 164408 | 164408 | 64032 | 355061 | 355061 | 136309 |
Largest Losing Trade | -49781 | -36645 | -49781 | -163719 | -140516 | -163719 |
Avg Bars in Trades | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Winners | 79 | 60 | 101 | 79 | 60 | 101 |
Avg Bars in Losers | 28 | 21 | 34 | 28 | 21 | 34 |
Bars Traded | 9800 | 3830 | 5970 | 9800 | 3830 | 5970 |
Profit Streak | 38.4266 | 44.1766 | 38.4266 | 38.4266 | 44.1766 | 38.4266 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346817 | 378866 | -528120 | -297125 | -116910 | -582509 |
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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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