Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440269.8498 | 258008.8675 | 182260.9824 | 298564.4892 | -46764.4592 | 345328.9484 |
Total P&L (%) | 440.2699 | 258.0089 | 182.261 | 298.5645 | -46.7645 | 345.3289 |
Avg Daily Profit (%) | 0.2431 | 0.1424 | 0.1006 | 0.0764 | -0.0348 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93737 | -122058 | -61860 | -654756 | -706995 | -606197 |
Profit Factor | 1.5356 | 1.5733 | 1.4901 | 1.0678 | 0.9799 | 1.1666 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 93 | 53 | 40 | 93 | 53 | 40 |
Profitability (%) | 45.614 | 38.3721 | 52.9412 | 45.614 | 38.3721 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8309 | 2.5268 | 1.3245 | 1.2731 | 1.5738 | 1.0369 |
Largest Winning Trade | 118410 | 118410 | 61405 | 364214 | 364214 | 330200 |
Largest Losing Trade | -58540 | -23477 | -58540 | -437621 | -134929 | -437621 |
Avg Bars in Trades | 119 | 95 | 144 | 119 | 95 | 144 |
Avg Bars in Winners | 158 | 121 | 186 | 158 | 121 | 186 |
Avg Bars in Losers | 87 | 79 | 98 | 87 | 79 | 98 |
Bars Traded | 20498 | 8204 | 12294 | 20498 | 8204 | 12294 |
Profit Streak | 0 | 0 | 130.9818 | 0 | 0 | 130.9818 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353300 | -4874 | -55964 | -237757 | -582846 | -118692 |
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 132, "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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