Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411539.5251 | 359999.8915 | 51539.6336 | 15952.1536 | 129197.7114 | -113245.5578 |
Total P&L (%) | 411.5395 | 359.9999 | 51.5396 | 15.9522 | 129.1977 | -113.2456 |
Avg Daily Profit (%) | 0.2187 | 0.1913 | 0.0274 | 0.0079 | 0.0441 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131765 | -87778 | -108109 | -235329 | -88773 | -227302 |
Profit Factor | 1.3804 | 1.7013 | 1.0907 | 1.0145 | 1.2773 | 0.8214 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 107 | 48 | 59 | 107 | 48 | 59 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 48.1982 | 43.2432 | 53.1532 | 48.1982 | 43.2432 | 53.1532 |
Ratio Avg Win / Avg Loss | 1.4836 | 2.233 | 0.9613 | 1.0904 | 1.6765 | 0.724 |
Largest Winning Trade | 113397 | 113397 | 49336 | 62840 | 62840 | 51915 |
Largest Losing Trade | -85000 | -27886 | -85000 | -226846 | -27207 | -226846 |
Avg Bars in Trades | 100 | 80 | 120 | 100 | 80 | 120 |
Avg Bars in Winners | 139 | 114 | 159 | 139 | 114 | 159 |
Avg Bars in Losers | 64 | 55 | 75 | 64 | 55 | 75 |
Bars Traded | 22302 | 8951 | 13351 | 22302 | 8951 | 13351 |
Profit Streak | 0 | 0 | 15.6317 | 0 | 0 | 15.6317 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317414 | 283820 | -279265 | -396019 | -135861 | -580047 |
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "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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