Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1165532.9241 | 1112213.5491 | 53319.375 | 2044159.9469 | 3510780.3141 | -1466620.3672 |
Total P&L (%) | 1165.5329 | 1112.2135 | 53.3194 | 2044.1599 | 3510.7803 | -1466.6204 |
Avg Daily Profit (%) | 0.6312 | 0.6023 | 0.0289 | 0.1661 | 0.1944 | 0 |
Buy And Hold Return (%) | 132.1844 | 132.1844 | 132.1844 | 132.1844 | 132.1844 | 132.1844 |
Max Trade Drawdown | -92005 | -58650 | -88279 | -2853325 | -1531704 | -2714625 |
Profit Factor | 3.1394 | 5.6585 | 1.1742 | 1.1668 | 1.6314 | 0.781 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 31.7647 | 34.8837 | 28.5714 | 31.7647 | 34.8837 | 28.5714 |
Ratio Avg Win / Avg Loss | 6.744 | 10.5625 | 2.9356 | 2.5064 | 3.0453 | 1.9525 |
Largest Winning Trade | 816470 | 816470 | 79558 | 2917355 | 2917355 | 1418681 |
Largest Losing Trade | -34979 | -28817 | -34979 | -1171703 | -576156 | -1171703 |
Avg Bars in Trades | 83 | 78 | 89 | 83 | 78 | 89 |
Avg Bars in Winners | 194 | 162 | 234 | 194 | 162 | 234 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 7113 | 3368 | 3745 | 7113 | 3368 | 3745 |
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 | 390891 | 501359 | -361877 | -35086 | 189045 | -592031 |
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{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 16, "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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