Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321425.0921 | 273902.9587 | 47522.1334 | -46129.4474 | 326026.7169 | -372156.1643 |
Total P&L (%) | 321.4251 | 273.903 | 47.5221 | -46.1294 | 326.0267 | -372.1562 |
Avg Daily Profit (%) | 0.2008 | 0.1711 | 0.0297 | -0.0386 | 0.0906 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127009 | -87843 | -123124 | -537238 | -134920 | -644901 |
Profit Factor | 1.3726 | 1.7316 | 1.0973 | 0.9745 | 1.5376 | 0.6899 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 57.0248 | 57.377 | 56.6667 | 57.0248 | 57.377 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0344 | 1.2864 | 0.8391 | 0.7344 | 1.1422 | 0.5276 |
Largest Winning Trade | 113133 | 113133 | 47722 | 170271 | 152307 | 170271 |
Largest Losing Trade | -83989 | -37158 | -83989 | -496467 | -73041 | -496467 |
Avg Bars in Trades | 24 | 16 | 33 | 24 | 16 | 33 |
Avg Bars in Winners | 24 | 13 | 35 | 24 | 13 | 35 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 3014 | 1012 | 2002 | 3014 | 1012 | 2002 |
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 | 347921 | -150901 | -438242 | -579268 | -230959 | -749094 |
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 68, "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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