Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914837.0844 | 754874.8455 | 159962.2389 | 1039465.4561 | 478245.2128 | 561220.2433 |
Total P&L (%) | 914.8371 | 754.8748 | 159.9622 | 1039.4655 | 478.2452 | 561.2202 |
Avg Daily Profit (%) | 0.3843 | 0.3171 | 0.0672 | 0.1023 | 0.0737 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100486 | -60209 | -89013 | -1921589 | -1671699 | -2422956 |
Profit Factor | 2.5013 | 3.9255 | 1.4553 | 1.1333 | 1.1421 | 1.1266 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 56.5217 | 62.8571 | 50 | 56.5217 | 62.8571 | 50 |
Ratio Avg Win / Avg Loss | 1.924 | 2.3196 | 1.4553 | 0.8717 | 0.6748 | 1.1266 |
Largest Winning Trade | 240591 | 240591 | 68248 | 983866 | 932231 | 983866 |
Largest Losing Trade | -88523 | -38149 | -88523 | -1241863 | -918003 | -1241863 |
Avg Bars in Trades | 131 | 100 | 162 | 131 | 100 | 162 |
Avg Bars in Winners | 161 | 103 | 236 | 161 | 103 | 236 |
Avg Bars in Losers | 92 | 97 | 88 | 92 | 97 | 88 |
Bars Traded | 9045 | 3532 | 5512 | 9045 | 3532 | 5512 |
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 | -90773 | 637295 | -102194 | -236788 | -158762 | -167831 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 193, "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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