Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365243.3229 | 305403.0732 | 59840.2496 | 200484.0106 | 792873.7891 | -592389.7785 |
Total P&L (%) | 365.2433 | 305.4031 | 59.8403 | 200.484 | 792.8738 | -592.3898 |
Avg Daily Profit (%) | 0.1531 | 0.128 | 0.0251 | 0.0461 | 0.0918 | 0 |
Buy And Hold Return (%) | 33.5393 | 33.5393 | 33.5393 | 33.5393 | 33.5393 | 33.5393 |
Max Trade Drawdown | -93415 | -81730 | -83021 | -982604 | -742884 | -904542 |
Profit Factor | 1.4129 | 1.8367 | 1.1152 | 1.0369 | 1.3755 | 0.8214 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Profitability (%) | 53.4591 | 54.4304 | 52.5 | 53.4591 | 54.4304 | 52.5 |
Ratio Avg Win / Avg Loss | 1.23 | 1.5377 | 1.009 | 0.9027 | 1.1516 | 0.7432 |
Largest Winning Trade | 61293 | 58927 | 61293 | 362608 | 302495 | 362608 |
Largest Losing Trade | -44159 | -34492 | -44159 | -540429 | -265690 | -540429 |
Avg Bars in Trades | 87 | 80 | 93 | 87 | 80 | 93 |
Avg Bars in Winners | 102 | 89 | 116 | 102 | 89 | 116 |
Avg Bars in Losers | 69 | 70 | 68 | 69 | 70 | 68 |
Bars Traded | 13866 | 6360 | 7506 | 13866 | 6360 | 7506 |
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 | 333917 | -45016 | -280667 | -312274 | -95815 | -599912 |
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{ "first_band": { "type": "dcm", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 102, "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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