Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575451.741 | 341374.0647 | 234077.6763 | 2516559.3202 | 3426622.797 | -910063.4768 |
Total P&L (%) | 575.4517 | 341.3741 | 234.0777 | 2516.5593 | 3426.6228 | -910.0635 |
Avg Daily Profit (%) | 0.342 | 0.2029 | 0.1391 | 0.1942 | 0.2119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102397 | -71595 | -72423 | -5487125 | -2537819 | -4416602 |
Profit Factor | 1.4803 | 1.5499 | 1.4055 | 1.1167 | 1.3478 | 0.9223 |
Total Trades | 473 | 237 | 236 | 473 | 237 | 236 |
Winning Trades | 237 | 107 | 130 | 237 | 107 | 130 |
Losing Trades | 236 | 130 | 106 | 236 | 130 | 106 |
Profitability (%) | 50.1057 | 45.1477 | 55.0847 | 50.1057 | 45.1477 | 55.0847 |
Ratio Avg Win / Avg Loss | 1.4741 | 1.8831 | 1.146 | 1.112 | 1.6376 | 0.752 |
Largest Winning Trade | 85402 | 85402 | 36168 | 2334592 | 2334592 | 1687222 |
Largest Losing Trade | -28833 | -23057 | -28833 | -1245467 | -1058034 | -1245467 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 47 | 40 | 52 | 47 | 40 | 52 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 19965 | 8832 | 11133 | 19965 | 8832 | 11133 |
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 | 465204 | 329950 | -5275 | -81688 | 303293 | -579439 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "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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